-13.6%
KHC vs GSK
+47.2%
-60.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -2.5% | -5.4% | +2.9% | -1.3% |
| 30D | +0.5% | -4.6% | +5.1% | +1.6% |
| 3M | +3.0% | -5.1% | +8.1% | +4.2% |
| 6M | +6.6% | -11.4% | +18.1% | +9.3% |
| YTD | +5.8% | +0.7% | +5.1% | +5.0% |
| 1Y | -2.2% | +23.0% | -25.2% | -7.6% |
| 3Y | -12.5% | +48.0% | -60.5% | -21.4% |
| 5Y | -13.6% | +48.2% | -61.8% | -22.0% |
| All | -13.6% | +47.2% | -60.8% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling