-55.6%
KHC vs GNRC
+448.8%
-504.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +1.9% | -15.7% | +17.6% | +3.5% |
| 3M | +3.2% | -27.3% | +30.5% | +5.8% |
| 6M | +10.0% | -12.1% | +22.0% | +9.9% |
| YTD | +6.7% | +37.1% | -30.4% | +0.7% |
| 1Y | -0.9% | -0.5% | -0.4% | -3.2% |
| 3Y | -13.6% | +61.5% | -75.1% | -22.2% |
| 5Y | -12.8% | -58.6% | +45.7% | -5.7% |
| All | -55.6% | +448.8% | -504.5% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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