-43.1%
KHC vs GPC
+114.3%
-157.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | -1.9% | +6.0% | -7.8% | -3.8% |
| 3M | +14.4% | +42.6% | -28.2% | +1.2% |
| 6M | +8.7% | +22.8% | -14.0% | +0.8% |
| YTD | +7.8% | +15.5% | -7.7% | +1.4% |
| 1Y | -1.5% | +2.0% | -3.6% | -3.4% |
| 3Y | -9.9% | -1.4% | -8.4% | -13.0% |
| 5Y | -10.7% | +30.6% | -41.3% | -24.1% |
| 10Y | -55.7% | +80.6% | -136.3% | -68.5% |
| All | -43.1% | +114.3% | -157.4% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling