+606.9%
GEV vs KHC
-23.1%
+630.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -3.2% |
| 7D | -1.9% | -2.5% | +0.6% | -2.8% |
| 30D | -8.7% | +0.5% | -9.2% | -8.4% |
| 3M | +6.6% | +3.0% | +3.6% | +8.3% |
| 6M | +10.2% | +6.6% | +3.6% | +13.5% |
| YTD | +41.6% | +5.8% | +35.8% | +46.0% |
| 1Y | +43.9% | -2.2% | +46.1% | +45.5% |
| All | +606.9% | -23.1% | +630.0% | +615.8% |
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