-54.3%
KHC vs KGC
+678.3%
-732.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +0.3% | +10.5% | -10.2% | -0.2% |
| 3M | +6.7% | +19.8% | -13.1% | +5.8% |
| 6M | +4.2% | -6.7% | +10.8% | +4.2% |
| YTD | +6.7% | +7.8% | -1.0% | +6.0% |
| 1Y | -1.4% | +35.7% | -37.1% | -3.3% |
| 3Y | -11.8% | +553.7% | -565.5% | -20.9% |
| 5Y | -13.4% | +461.7% | -475.0% | -22.4% |
| 10Y | -54.3% | +710.2% | -764.5% | -60.3% |
| All | -54.3% | +678.3% | -732.6% | -60.3% |
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