-49.9%
KHC vs KGC
+637.7%
-687.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.6% |
| 7D | +2.0% | -6.7% | +8.7% | +2.3% |
| 30D | +10.6% | -6.7% | +17.3% | +10.8% |
| 3M | +0.5% | -22.6% | +23.1% | +1.3% |
| 6M | +12.1% | -33.4% | +45.5% | +13.5% |
| YTD | +8.9% | -26.0% | +34.9% | +9.6% |
| 1Y | +7.5% | -18.3% | +25.8% | +7.7% |
| 3Y | -10.7% | +315.8% | -326.5% | -18.5% |
| 5Y | -13.2% | +225.7% | -238.9% | -20.5% |
| All | -49.9% | +637.7% | -687.6% | -56.5% |
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