+214.0%
GE vs KHC
-42.9%
+256.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +4.0% | -4.6% | +8.6% | +5.4% |
| 30D | +11.1% | +8.1% | +2.9% | +8.2% |
| 3M | -6.7% | 0.0% | -6.8% | -7.2% |
| 6M | +14.3% | +7.9% | +6.3% | +10.3% |
| YTD | +11.7% | +5.3% | +6.5% | +8.0% |
| 1Y | +10.9% | +5.1% | +5.8% | +7.2% |
| 3Y | +279.0% | -12.8% | +291.8% | +280.0% |
| 5Y | +427.0% | -16.2% | +443.2% | +426.2% |
| 10Y | +158.6% | -52.3% | +210.8% | +163.9% |
| All | +214.0% | -42.9% | +256.9% | +189.7% |
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