-42.1%
KHC vs GD
+219.5%
-261.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.5% |
| 7D | +5.9% | -3.9% | +9.8% | +7.6% |
| 30D | +14.9% | +8.1% | +6.9% | +11.2% |
| 3M | 0.0% | -6.8% | +6.8% | +2.7% |
| 6M | +16.2% | +3.0% | +13.2% | +14.2% |
| YTD | +9.8% | +7.8% | +2.1% | +5.3% |
| 1Y | +12.1% | +5.8% | +6.3% | +8.2% |
| 3Y | -10.1% | +55.3% | -65.4% | -27.7% |
| 5Y | -13.9% | +96.7% | -110.5% | -39.1% |
| 10Y | -51.9% | +195.4% | -247.3% | -74.9% |
| All | -42.1% | +219.5% | -261.6% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling