-44.5%
KHC vs GSK
+108.5%
-152.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.6% |
| 7D | -4.6% | -1.1% | -3.5% | -4.2% |
| 30D | +8.1% | +7.8% | +0.3% | +5.1% |
| 3M | 0.0% | +0.3% | -0.3% | -0.3% |
| 6M | +7.9% | +3.4% | +4.5% | +6.2% |
| YTD | +5.3% | +5.9% | -0.6% | +1.9% |
| 1Y | +5.1% | +8.2% | -3.1% | +0.8% |
| 3Y | -12.8% | +65.3% | -78.1% | -31.3% |
| 5Y | -16.2% | +43.3% | -59.5% | -31.3% |
| 10Y | -52.3% | +102.9% | -155.2% | -68.0% |
| All | -44.5% | +108.5% | -152.9% | -64.3% |
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