+5.7%
KHC vs KGC
-18.5%
+24.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +0.9% |
| 7D | -3.3% | -4.1% | +0.8% | -3.3% |
| 30D | +9.1% | -11.6% | +20.8% | +9.0% |
| 3M | +1.4% | -24.5% | +25.9% | +1.4% |
| 6M | +8.4% | -34.6% | +42.9% | +9.7% |
| YTD | +6.2% | -26.2% | +32.3% | +8.1% |
| 1Y | +5.7% | -20.1% | +25.8% | +6.9% |
| All | +5.7% | -18.5% | +24.2% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling