-43.0%
KHC vs GFI
+1,843.8%
-1,886.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -2.2% | +5.7% | -7.9% | -2.3% |
| 30D | -0.1% | +15.6% | -15.7% | -0.4% |
| 3M | +8.3% | +31.5% | -23.2% | +7.7% |
| 6M | +5.0% | -3.7% | +8.7% | +4.9% |
| YTD | +8.0% | +11.2% | -3.2% | +7.6% |
| 1Y | -1.1% | +36.4% | -37.5% | -1.9% |
| 3Y | -10.7% | +313.5% | -324.2% | -13.5% |
| 5Y | -13.5% | +528.0% | -541.5% | -17.0% |
| 10Y | -55.4% | +1,021.4% | -1,076.8% | -57.0% |
| All | -43.0% | +1,843.8% | -1,886.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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