-12.4%
KHC vs GAP
+78.9%
-91.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -2.0% | 0.0% | -2.1% | -2.1% |
| 30D | +9.7% | -4.3% | +14.0% | +9.9% |
| 3M | -2.0% | +9.4% | -11.4% | -2.5% |
| 6M | +5.4% | -3.3% | +8.7% | +5.3% |
| YTD | +5.9% | -10.5% | +16.4% | +5.9% |
| 1Y | +7.5% | -2.4% | +9.8% | +7.0% |
| 3Y | -12.4% | +80.1% | -92.5% | -13.2% |
| All | -12.4% | +78.9% | -91.3% | -13.2% |
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