-43.0%
KHC vs GPN
+82.7%
-125.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -0.1% | +3.8% | -3.9% | -1.0% |
| 3M | +8.3% | +39.2% | -30.8% | +0.4% |
| 6M | +5.0% | +17.9% | -12.9% | +0.5% |
| YTD | +8.0% | +16.4% | -8.4% | +3.1% |
| 1Y | -1.1% | +3.6% | -4.7% | -3.2% |
| 3Y | -10.7% | -26.7% | +16.0% | -7.3% |
| 5Y | -13.5% | -44.8% | +31.3% | -5.7% |
| 10Y | -55.4% | +24.1% | -79.5% | -62.2% |
| All | -43.0% | +82.7% | -125.7% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling