-43.0%
KHC vs GWRE
+185.0%
-228.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +8.0% | +1.0% |
| 7D | -2.2% | -25.6% | +23.3% | +0.4% |
| 30D | -0.1% | -12.2% | +12.1% | +0.8% |
| 3M | +8.3% | +17.7% | -9.4% | +6.0% |
| 6M | +5.0% | -11.3% | +16.3% | +5.0% |
| YTD | +8.0% | -25.5% | +33.5% | +9.7% |
| 1Y | -1.1% | -42.8% | +41.7% | +3.2% |
| 3Y | -10.7% | +59.0% | -69.7% | -19.9% |
| 5Y | -13.5% | +21.6% | -35.1% | -19.4% |
| 10Y | -55.4% | +139.2% | -194.6% | -66.6% |
| All | -43.0% | +185.0% | -228.0% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling