-55.6%
KHC vs GWRE
+131.0%
-186.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.0% | -13.2% | +12.2% | +0.1% |
| 30D | +1.9% | -18.6% | +20.5% | +3.3% |
| 3M | +3.2% | +18.9% | -15.7% | +1.4% |
| 6M | +10.0% | -11.0% | +20.9% | +9.9% |
| YTD | +6.7% | -29.9% | +36.6% | +8.6% |
| 1Y | -0.9% | -44.3% | +43.5% | +2.9% |
| 3Y | -13.6% | +51.7% | -65.2% | -21.0% |
| 5Y | -12.8% | +15.4% | -28.3% | -17.3% |
| All | -55.6% | +131.0% | -186.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling