-12.3%
KHC vs GIS
-22.4%
+10.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.3% |
| 7D | -2.2% | -8.3% | +6.1% | +3.7% |
| 30D | -0.1% | +2.2% | -2.3% | -1.7% |
| 3M | +8.3% | +15.7% | -7.4% | -2.3% |
| 6M | +5.0% | -12.0% | +16.9% | +13.9% |
| YTD | +8.0% | -15.0% | +23.0% | +19.8% |
| 1Y | -1.1% | -20.1% | +19.0% | +14.3% |
| 3Y | -10.7% | -34.6% | +23.9% | +17.1% |
| All | -12.3% | -22.4% | +10.0% | +2.9% |
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