+436.7%
GE vs KHC
-10.2%
+447.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +1.2% | -2.2% | +3.4% | +1.3% |
| 30D | -9.5% | -0.1% | -9.4% | -9.5% |
| 3M | +4.1% | +8.3% | -4.2% | +3.0% |
| 6M | +3.9% | +5.0% | -1.0% | +3.1% |
| YTD | +9.0% | +8.0% | +1.0% | +7.7% |
| 1Y | +21.9% | -1.1% | +23.0% | +21.9% |
| 3Y | +281.8% | -10.7% | +292.5% | +279.3% |
| 5Y | +436.7% | -13.5% | +450.2% | +437.9% |
| All | +436.7% | -10.2% | +447.0% | +437.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling