-49.9%
KHC vs GIS
-16.9%
-33.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.0% |
| 7D | +2.0% | -3.4% | +5.4% | +4.3% |
| 30D | +10.6% | +6.9% | +3.7% | +5.8% |
| 3M | +0.5% | -10.1% | +10.6% | +7.4% |
| 6M | +12.1% | +5.9% | +6.2% | +7.2% |
| YTD | +8.9% | -21.1% | +30.0% | +26.1% |
| 1Y | +7.5% | -22.5% | +30.0% | +25.8% |
| 3Y | -10.7% | -39.0% | +28.3% | +21.5% |
| 5Y | -13.2% | -33.3% | +20.2% | +10.6% |
| All | -49.9% | -16.9% | -33.0% | -48.3% |
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