-13.5%
KHC vs GH
+22.3%
-35.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.2% | -2.1% | -0.1% | -2.2% |
| 30D | -0.1% | -4.5% | +4.4% | -0.1% |
| 3M | +8.3% | +28.9% | -20.6% | +8.5% |
| 6M | +5.0% | +76.5% | -71.6% | +5.3% |
| YTD | +8.0% | +57.6% | -49.6% | +8.3% |
| 1Y | -1.1% | +167.5% | -168.6% | -0.4% |
| 3Y | -10.7% | +377.4% | -388.1% | -9.7% |
| 5Y | -13.5% | +23.8% | -37.3% | -15.0% |
| All | -13.5% | +22.3% | -35.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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