-43.1%
KHC vs KGC
+1,426.0%
-1,469.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.7% |
| 30D | -1.9% | +20.3% | -22.2% | -2.5% |
| 3M | +14.4% | +8.1% | +6.3% | +14.0% |
| 6M | +8.7% | -8.8% | +17.5% | +8.8% |
| YTD | +7.8% | +10.1% | -2.3% | +7.1% |
| 1Y | -1.5% | +44.2% | -45.7% | -3.1% |
| 3Y | -9.9% | +533.0% | -542.9% | -16.6% |
| 5Y | -10.7% | +443.0% | -453.7% | -17.5% |
| 10Y | -55.7% | +678.6% | -734.3% | -59.9% |
| All | -43.1% | +1,426.0% | -1,469.1% | -49.2% |
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