-49.9%
KHC vs GAP
+1.5%
-51.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +2.0% | -1.9% | +3.9% | +2.2% |
| 30D | +10.6% | -7.1% | +17.7% | +11.3% |
| 3M | +0.5% | +4.1% | -3.6% | -0.1% |
| 6M | +12.1% | +1.9% | +10.1% | +11.3% |
| YTD | +8.9% | -15.2% | +24.1% | +9.6% |
| 1Y | +7.5% | -10.6% | +18.1% | +7.5% |
| 3Y | -10.7% | +74.6% | -85.3% | -20.0% |
| 5Y | -13.2% | +3.7% | -16.8% | -19.4% |
| All | -49.9% | +1.5% | -51.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling