-54.1%
KHC vs KGC
+496.6%
-550.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | -2.0% | +11.1% | -13.2% | -2.5% |
| 30D | +9.7% | -3.7% | +13.4% | +9.7% |
| 3M | -2.0% | -17.2% | +15.2% | -1.4% |
| 6M | +5.4% | -27.3% | +32.7% | +6.5% |
| YTD | +5.9% | -18.5% | +24.4% | +6.2% |
| 1Y | +7.5% | -5.7% | +13.2% | +7.0% |
| 3Y | -12.4% | +336.5% | -348.9% | -20.3% |
| 5Y | -15.8% | +298.7% | -314.6% | -23.9% |
| 10Y | -54.1% | +538.5% | -592.6% | -59.7% |
| All | -54.1% | +496.6% | -550.7% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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