+106.1%
PEP vs KHC
-41.6%
+147.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | +0.2% | -1.9% | +2.1% | +0.8% |
| 3M | -1.1% | +14.4% | -15.5% | -6.3% |
| 6M | -13.5% | +8.7% | -22.2% | -16.6% |
| YTD | -1.2% | +7.8% | -9.0% | -4.6% |
| 1Y | -1.6% | -1.5% | 0.0% | -1.7% |
| 3Y | -12.5% | -9.9% | -2.7% | -10.3% |
| 5Y | +3.0% | -10.7% | +13.8% | +5.5% |
| 10Y | +73.9% | -55.7% | +129.6% | +101.5% |
| All | +106.1% | -41.6% | +147.7% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling