-43.1%
KHC vs GD
+220.7%
-263.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -1.8% | -5.3% | +3.5% | +0.4% |
| 30D | -1.9% | -6.4% | +4.6% | +0.8% |
| 3M | +14.4% | +5.7% | +8.7% | +11.4% |
| 6M | +8.7% | -0.9% | +9.7% | +8.5% |
| YTD | +7.8% | +8.2% | -0.4% | +3.3% |
| 1Y | -1.5% | +13.4% | -14.9% | -7.8% |
| 3Y | -9.9% | +68.5% | -78.4% | -30.3% |
| 5Y | -10.7% | +97.2% | -107.9% | -36.9% |
| 10Y | -55.7% | +190.2% | -245.9% | -76.5% |
| All | -43.1% | +220.7% | -263.8% | -71.5% |
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 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