-43.1%
KHC vs GIS
+1.9%
-45.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +1.0% |
| 7D | -1.8% | -7.8% | +6.1% | +3.8% |
| 30D | -1.9% | +6.6% | -8.4% | -6.2% |
| 3M | +14.4% | +21.0% | -6.6% | +0.3% |
| 6M | +8.7% | -9.1% | +17.8% | +15.4% |
| YTD | +7.8% | -13.6% | +21.4% | +18.2% |
| 1Y | -1.5% | -18.0% | +16.5% | +11.7% |
| 3Y | -9.9% | -33.7% | +23.8% | +17.1% |
| 5Y | -10.7% | -19.4% | +8.7% | +0.7% |
| 10Y | -55.7% | -21.3% | -34.5% | -49.7% |
| All | -43.1% | +1.9% | -45.0% | -49.3% |
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