+44.2%
GEV vs KHC
+8.5%
+35.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -0.3% |
| 7D | +3.7% | +2.0% | +1.7% | +5.1% |
| 30D | -14.7% | +10.6% | -25.3% | -8.8% |
| 3M | -23.4% | +0.5% | -23.9% | -21.9% |
| 6M | -24.3% | +12.1% | -36.4% | -18.5% |
| YTD | +23.2% | +8.9% | +14.3% | +32.6% |
| 1Y | +44.2% | +7.5% | +36.7% | +53.0% |
| All | +44.2% | +8.5% | +35.7% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling