+152.0%
GE vs KHC
-50.5%
+202.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +2.7% | +2.0% | +0.6% | +2.0% |
| 30D | +8.1% | +10.6% | -2.5% | +4.8% |
| 3M | -7.9% | +0.5% | -8.4% | -8.4% |
| 6M | +12.9% | +12.1% | +0.8% | +8.0% |
| YTD | +8.2% | +8.9% | -0.7% | +3.7% |
| 1Y | +9.7% | +7.5% | +2.2% | +5.5% |
| 3Y | +266.1% | -10.7% | +276.8% | +265.0% |
| 5Y | +407.4% | -13.2% | +420.5% | +401.4% |
| All | +152.0% | -50.5% | +202.4% | +127.4% |
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