-43.0%
KHC vs GAP
-14.3%
-28.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -0.1% | +9.3% | -9.4% | -1.1% |
| 3M | +8.3% | +6.1% | +2.2% | +7.5% |
| 6M | +5.0% | -2.3% | +7.2% | +4.7% |
| YTD | +8.0% | -10.6% | +18.6% | +8.3% |
| 1Y | -1.1% | -4.4% | +3.3% | -1.7% |
| 3Y | -10.7% | +118.3% | -129.0% | -21.7% |
| 5Y | -13.5% | +12.2% | -25.7% | -20.4% |
| 10Y | -55.4% | +33.7% | -89.1% | -64.9% |
| All | -43.0% | -14.3% | -28.7% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling