-49.9%
KHC vs GD
+165.7%
-215.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +2.0% | +2.7% | -0.6% | +0.9% |
| 30D | +10.6% | +8.6% | +2.0% | +6.9% |
| 3M | +0.5% | -7.1% | +7.6% | +3.3% |
| 6M | +12.1% | +7.5% | +4.6% | +8.3% |
| YTD | +8.9% | +9.9% | -1.0% | +3.7% |
| 1Y | +7.5% | +7.6% | -0.1% | +3.2% |
| 3Y | -10.7% | +56.2% | -66.9% | -28.0% |
| 5Y | -13.2% | +100.6% | -113.8% | -38.5% |
| All | -49.9% | +165.7% | -215.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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