-12.6%
KHC vs GD
+54.3%
-67.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +1.1% | -5.0% | +6.1% | +2.4% |
| 30D | +12.0% | +8.9% | +3.0% | +9.4% |
| 3M | +0.2% | -8.0% | +8.2% | +2.1% |
| 6M | +10.3% | +2.9% | +7.4% | +9.1% |
| YTD | +6.7% | +7.1% | -0.3% | +4.0% |
| 1Y | +10.9% | +5.9% | +4.9% | +8.3% |
| 3Y | -12.6% | +53.9% | -66.5% | -23.5% |
| All | -12.6% | +54.3% | -67.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling