-54.1%
KHC vs GPC
+93.7%
-147.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.5% |
| 7D | -2.0% | +0.8% | -2.9% | -2.3% |
| 30D | +9.7% | -1.1% | +10.7% | +9.9% |
| 3M | -2.0% | -6.6% | +4.6% | 0.0% |
| 6M | +5.4% | +22.2% | -16.8% | -1.7% |
| YTD | +5.9% | +5.1% | +0.9% | +2.9% |
| 1Y | +7.5% | +2.8% | +4.7% | +5.0% |
| 3Y | -12.4% | +2.4% | -14.8% | -16.3% |
| 5Y | -15.8% | +7.8% | -23.6% | -22.8% |
| 10Y | -54.1% | +87.2% | -141.3% | -66.0% |
| All | -54.1% | +93.7% | -147.8% | -66.0% |
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