-15.8%
KHC vs GSK
+47.2%
-63.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.4% |
| 7D | -2.0% | +4.9% | -7.0% | -3.2% |
| 30D | +9.7% | +10.8% | -1.2% | +7.1% |
| 3M | -2.0% | -1.8% | -0.2% | -1.7% |
| 6M | +5.4% | +4.1% | +1.3% | +4.3% |
| YTD | +5.9% | +7.9% | -2.0% | +3.4% |
| 1Y | +7.5% | +14.4% | -7.0% | +3.5% |
| 3Y | -12.4% | +68.1% | -80.5% | -23.4% |
| 5Y | -15.8% | +47.7% | -63.5% | -26.1% |
| All | -15.8% | +47.2% | -63.0% | -26.1% |
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