-10.7%
KHC vs GAP
+113.8%
-124.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | -0.1% | +9.3% | -9.4% | -0.6% |
| 3M | +8.3% | +6.1% | +2.2% | +7.9% |
| 6M | +5.0% | -2.3% | +7.2% | +4.8% |
| YTD | +8.0% | -10.6% | +18.6% | +8.0% |
| 1Y | -1.1% | -4.4% | +3.3% | -1.5% |
| 3Y | -10.7% | +118.3% | -129.0% | -17.0% |
| All | -10.7% | +113.8% | -124.5% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling