-44.5%
KHC vs KGC
+964.3%
-1,008.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.0% | -0.6% |
| 7D | -1.1% | +8.0% | -9.2% | -1.4% |
| 30D | +8.8% | -9.3% | +18.2% | +9.1% |
| 3M | -1.2% | -21.3% | +20.1% | -0.6% |
| 6M | +4.6% | -31.5% | +36.1% | +5.6% |
| YTD | +5.1% | -23.2% | +28.4% | +5.6% |
| 1Y | +6.2% | -15.0% | +21.3% | +6.3% |
| 3Y | -12.9% | +328.7% | -341.6% | -18.5% |
| 5Y | -16.8% | +262.9% | -279.7% | -22.2% |
| 10Y | -52.4% | +568.9% | -621.3% | -56.5% |
| All | -44.5% | +964.3% | -1,008.8% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling