-55.6%
KHC vs GPN
+28.2%
-83.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -1.0% | -4.6% | +3.6% | 0.0% |
| 30D | +1.9% | -0.3% | +2.2% | +1.9% |
| 3M | +3.2% | +35.4% | -32.2% | -3.6% |
| 6M | +10.0% | +21.7% | -11.7% | +4.7% |
| YTD | +6.7% | +14.9% | -8.2% | +2.3% |
| 1Y | -0.9% | +3.2% | -4.1% | -2.8% |
| 3Y | -13.6% | -27.1% | +13.6% | -10.2% |
| 5Y | -12.8% | -44.4% | +31.5% | -5.1% |
| All | -55.6% | +28.2% | -83.8% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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