-43.1%
KHC vs GSK
+105.5%
-148.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -1.8% | -1.8% | +0.1% | -1.1% |
| 30D | -1.9% | -2.2% | +0.3% | -1.2% |
| 3M | +14.4% | -1.8% | +16.2% | +15.0% |
| 6M | +8.7% | -10.6% | +19.3% | +12.8% |
| YTD | +7.8% | +4.4% | +3.4% | +5.0% |
| 1Y | -1.5% | +30.4% | -31.9% | -12.6% |
| 3Y | -9.9% | +60.1% | -69.9% | -28.2% |
| 5Y | -10.7% | +46.8% | -57.5% | -27.9% |
| 10Y | -55.7% | +79.2% | -134.9% | -68.3% |
| All | -43.1% | +105.5% | -148.7% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling