-44.0%
KHC vs GIS
-9.1%
-34.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.2% |
| 7D | -3.3% | -8.1% | +4.7% | +2.3% |
| 30D | +9.1% | +5.3% | +3.8% | +5.3% |
| 3M | +1.4% | -10.5% | +11.9% | +8.8% |
| 6M | +8.4% | +1.8% | +6.5% | +6.3% |
| YTD | +6.2% | -22.9% | +29.1% | +25.3% |
| 1Y | +5.7% | -22.9% | +28.6% | +24.6% |
| 3Y | -12.0% | -40.5% | +28.5% | +22.5% |
| 5Y | -15.3% | -34.9% | +19.5% | +9.8% |
| 10Y | -51.8% | -19.0% | -32.9% | -47.6% |
| All | -44.0% | -9.1% | -34.9% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling