-54.3%
KHC vs GSK
+80.2%
-134.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.8% | -3.6% | -1.2% | -3.6% |
| 30D | +0.3% | -5.9% | +6.2% | +2.4% |
| 3M | +6.7% | -4.3% | +11.0% | +8.2% |
| 6M | +4.2% | -10.8% | +15.0% | +7.9% |
| YTD | +6.7% | +1.8% | +5.0% | +5.0% |
| 1Y | -1.4% | +23.5% | -24.9% | -10.1% |
| 3Y | -11.8% | +49.5% | -61.3% | -26.8% |
| 5Y | -13.4% | +49.7% | -63.0% | -30.2% |
| 10Y | -54.3% | +81.9% | -136.2% | -66.5% |
| All | -54.3% | +80.2% | -134.5% | -66.5% |
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