-10.7%
KHC vs GPC
+0.2%
-10.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +10.6% | -6.3% | +16.9% | +12.5% |
| 3M | +0.5% | -8.2% | +8.7% | +2.7% |
| 6M | +12.1% | +27.1% | -15.0% | +4.9% |
| YTD | +8.9% | +3.1% | +5.8% | +7.1% |
| 1Y | +7.5% | +0.1% | +7.4% | +6.5% |
| 3Y | -10.7% | +0.2% | -10.9% | -13.8% |
| All | -10.7% | +0.2% | -10.9% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling