+3.2%
PEP vs KR
+36.6%
-33.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.0% |
| 7D | -1.7% | -3.1% | +1.4% | -1.1% |
| 30D | +0.3% | +0.6% | -0.3% | +0.2% |
| 3M | -3.2% | -9.8% | +6.5% | -1.4% |
| 6M | -13.6% | -22.1% | +8.6% | -9.6% |
| YTD | -1.9% | -8.1% | +6.2% | -0.7% |
| 1Y | -0.6% | -14.7% | +14.0% | +1.8% |
| 3Y | -13.6% | +28.6% | -42.2% | -18.9% |
| 5Y | +3.2% | +36.4% | -33.1% | -4.1% |
| All | +3.2% | +36.6% | -33.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 5y: compounded portfolio wealth divided by compounded KR 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…
5y analysis · Full analysis span regression · 6 months rolling