-51.2%
KHC vs GAP
+2.4%
-53.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -3.3% | -5.2% | +1.9% | -2.8% |
| 30D | +9.1% | -6.9% | +16.1% | +9.8% |
| 3M | +1.4% | +5.7% | -4.3% | +0.6% |
| 6M | +8.4% | +0.9% | +7.4% | +7.8% |
| YTD | +6.2% | -14.5% | +20.7% | +6.8% |
| 1Y | +5.7% | -12.1% | +17.8% | +5.9% |
| 3Y | -12.0% | +72.2% | -84.2% | -21.0% |
| 5Y | -15.3% | +4.5% | -19.9% | -21.5% |
| All | -51.2% | +2.4% | -53.5% | -61.1% |
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