-13.9%
KHC vs GFS
-2.1%
-11.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.5% | +3.2% | -5.7% | -2.6% |
| 30D | +0.5% | -9.6% | +10.1% | +0.6% |
| 3M | +3.0% | -38.5% | +41.5% | +3.6% |
| 6M | +6.6% | -1.3% | +7.9% | +5.2% |
| YTD | +5.8% | +31.8% | -26.0% | +3.1% |
| 1Y | -2.2% | +44.6% | -46.8% | -5.1% |
| 3Y | -12.5% | -20.6% | +8.1% | -14.5% |
| All | -13.9% | -2.1% | -11.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling