-54.3%
KHC vs GAP
+28.3%
-82.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.7% |
| 7D | -4.8% | -3.2% | -1.6% | -4.5% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | +6.7% | -0.5% | +7.2% | +6.5% |
| 6M | +4.2% | -5.0% | +9.1% | +4.2% |
| YTD | +6.7% | -14.7% | +21.4% | +7.5% |
| 1Y | -1.4% | -8.6% | +7.2% | -1.6% |
| 3Y | -11.8% | +108.4% | -120.1% | -22.4% |
| 5Y | -13.4% | +5.8% | -19.1% | -19.8% |
| 10Y | -54.3% | +29.6% | -83.9% | -64.0% |
| All | -54.3% | +28.3% | -82.5% | -64.0% |
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