-43.7%
KHC vs GNRC
+399.3%
-443.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -4.8% | +3.2% | -7.9% | -5.1% |
| 30D | +0.3% | -9.5% | +9.8% | +1.2% |
| 3M | +6.7% | -28.5% | +35.3% | +9.8% |
| 6M | +4.2% | -10.0% | +14.1% | +3.8% |
| YTD | +6.7% | +36.7% | -30.0% | +0.5% |
| 1Y | -1.4% | +2.6% | -4.0% | -4.2% |
| 3Y | -11.8% | +61.9% | -73.7% | -21.0% |
| 5Y | -13.4% | -59.0% | +45.7% | -6.9% |
| 10Y | -54.3% | +444.8% | -499.1% | -74.4% |
| All | -43.7% | +399.3% | -443.0% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling