-55.4%
KHC vs GPC
+79.8%
-135.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +8.3% | +39.2% | -30.8% | -2.9% |
| 6M | +5.0% | +18.2% | -13.3% | -1.1% |
| YTD | +8.0% | +12.1% | -4.1% | +2.9% |
| 1Y | -1.1% | -0.7% | -0.4% | -2.1% |
| 3Y | -10.7% | -1.7% | -9.0% | -13.7% |
| 5Y | -13.5% | +29.3% | -42.8% | -25.6% |
| 10Y | -55.4% | +80.7% | -136.1% | -66.9% |
| All | -55.4% | +79.8% | -135.2% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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