+208.4%
GE vs KHC
-41.6%
+250.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | -11.6% | -1.9% | -9.7% | -11.3% |
| 3M | +3.0% | +14.4% | -11.4% | -2.0% |
| 6M | -0.5% | +8.7% | -9.2% | -4.1% |
| YTD | +9.7% | +7.8% | +2.0% | +5.7% |
| 1Y | +20.0% | -1.5% | +21.6% | +18.8% |
| 3Y | +275.8% | -9.9% | +285.7% | +273.2% |
| 5Y | +429.1% | -10.7% | +439.8% | +417.5% |
| 10Y | +151.2% | -55.7% | +206.9% | +166.4% |
| All | +208.4% | -41.6% | +250.0% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling