-13.5%
KHC vs KGC
+450.8%
-464.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -2.2% | +2.4% | -4.7% | -2.3% |
| 30D | -0.1% | +9.2% | -9.3% | -0.3% |
| 3M | +8.3% | +16.7% | -8.4% | +7.9% |
| 6M | +5.0% | -7.0% | +12.0% | +5.1% |
| YTD | +8.0% | +7.5% | +0.5% | +7.7% |
| 1Y | -1.1% | +34.4% | -35.5% | -2.2% |
| 3Y | -10.7% | +552.0% | -562.7% | -18.8% |
| 5Y | -13.5% | +454.5% | -468.0% | -20.8% |
| All | -13.5% | +450.8% | -464.3% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling