-52.4%
KHC vs GSK
+102.9%
-155.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.1% | +5.2% | -6.3% | -2.9% |
| 30D | +8.8% | +10.2% | -1.3% | +5.2% |
| 3M | -1.2% | -0.9% | -0.3% | -1.1% |
| 6M | +4.6% | +3.5% | +1.2% | +3.1% |
| YTD | +5.1% | +7.2% | -2.1% | +1.5% |
| 1Y | +6.2% | +12.0% | -5.8% | +0.8% |
| 3Y | -12.9% | +67.3% | -80.2% | -30.9% |
| 5Y | -16.8% | +45.3% | -62.0% | -31.3% |
| 10Y | -52.4% | +101.8% | -154.2% | -66.6% |
| All | -52.4% | +102.9% | -155.4% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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