-16.2%
KHC vs GIS
-33.6%
+17.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.9% |
| 7D | -4.6% | -4.6% | 0.0% | -1.5% |
| 30D | +8.1% | +6.6% | +1.5% | +3.4% |
| 3M | 0.0% | -8.1% | +8.1% | +5.5% |
| 6M | +7.9% | +4.9% | +3.0% | +3.6% |
| YTD | +5.3% | -21.4% | +26.6% | +22.8% |
| 1Y | +5.1% | -21.6% | +26.7% | +22.8% |
| 3Y | -12.8% | -39.3% | +26.5% | +20.2% |
| 5Y | -16.2% | -33.2% | +17.0% | +4.6% |
| All | -16.2% | -33.6% | +17.4% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling