-13.5%
KHC vs GAP
+9.4%
-22.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 1Y | -1.1% | -4.4% | +3.3% | -1.4% |
| 3Y | -10.7% | +118.3% | -129.0% | -16.1% |
| 5Y | -13.5% | +12.2% | -25.7% | -16.3% |
| All | -13.5% | +9.4% | -22.9% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling