-15.8%
KHC vs GD
+98.0%
-113.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.0% | -1.4% |
| 7D | -2.0% | -3.0% | +1.0% | -1.2% |
| 30D | +9.7% | +9.3% | +0.4% | +6.7% |
| 3M | -2.0% | -7.2% | +5.2% | 0.0% |
| 6M | +5.4% | +5.5% | 0.0% | +3.4% |
| YTD | +5.9% | +9.5% | -3.6% | +2.3% |
| 1Y | +7.5% | +6.4% | +1.0% | +4.6% |
| 3Y | -12.4% | +59.8% | -72.3% | -26.4% |
| 5Y | -15.8% | +98.0% | -113.8% | -36.5% |
| All | -15.8% | +98.0% | -113.9% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling