+514.9%
GEV vs KHC
-20.8%
+535.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -0.8% |
| 7D | +3.7% | +2.0% | +1.7% | +4.6% |
| 30D | -14.7% | +10.6% | -25.3% | -10.7% |
| 3M | -23.4% | +0.5% | -23.9% | -22.3% |
| 6M | -24.3% | +12.1% | -36.4% | -20.2% |
| YTD | +23.2% | +8.9% | +14.3% | +29.7% |
| 1Y | +44.2% | +7.5% | +36.7% | +51.4% |
| All | +514.9% | -20.8% | +535.7% | +535.8% |
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