-55.6%
KHC vs GIS
-19.5%
-36.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -1.0% | -6.4% | +5.4% | +3.4% |
| 30D | +1.9% | -6.1% | +8.0% | +6.1% |
| 3M | +3.2% | +7.8% | -4.6% | -2.2% |
| 6M | +10.0% | -8.8% | +18.8% | +16.4% |
| YTD | +6.7% | -19.1% | +25.8% | +22.0% |
| 1Y | -0.9% | -24.8% | +23.9% | +18.8% |
| 3Y | -13.6% | -37.6% | +24.0% | +16.4% |
| 5Y | -12.8% | -25.4% | +12.6% | +3.5% |
| All | -55.6% | -19.5% | -36.1% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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