+643.2%
GEV vs KHC
-21.5%
+664.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.2% |
| 7D | +8.1% | -2.2% | +10.3% | +7.2% |
| 30D | -1.9% | -0.1% | -1.8% | -1.8% |
| 3M | +4.1% | +8.3% | -4.3% | +7.4% |
| 6M | +23.2% | +5.0% | +18.3% | +26.8% |
| YTD | +48.9% | +8.0% | +40.9% | +54.6% |
| 1Y | +62.2% | -1.1% | +63.3% | +64.8% |
| All | +643.2% | -21.5% | +664.7% | +658.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling