-14.0%
KHC vs GTLB
-50.0%
+36.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.2% |
| 7D | -2.2% | +4.6% | -6.8% | -2.2% |
| 30D | -0.1% | +21.0% | -21.1% | +0.1% |
| 3M | +8.3% | +51.7% | -43.4% | +8.7% |
| 6M | +5.0% | +89.3% | -84.3% | +5.6% |
| YTD | +8.0% | +25.6% | -17.6% | +8.2% |
| 1Y | -1.1% | -1.5% | +0.4% | -1.2% |
| 3Y | -10.7% | -9.9% | -0.8% | -10.7% |
| All | -14.0% | -50.0% | +36.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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