+157.4%
GE vs KHC
-54.5%
+211.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +5.4% | -1.1% | +6.5% | +5.7% |
| 30D | +9.6% | +8.8% | +0.8% | +6.8% |
| 3M | -7.7% | -1.2% | -6.5% | -7.9% |
| 6M | +14.0% | +4.6% | +9.4% | +11.3% |
| YTD | +10.2% | +5.1% | +5.0% | +6.7% |
| 1Y | +8.9% | +6.2% | +2.7% | +5.0% |
| 3Y | +273.7% | -12.9% | +286.6% | +274.7% |
| 5Y | +410.2% | -16.8% | +427.0% | +410.8% |
| 10Y | +157.4% | -52.4% | +209.9% | +135.0% |
| All | +157.4% | -54.5% | +211.9% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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