+627.7%
GEV vs KHC
-22.4%
+650.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.5% |
| 7D | +3.2% | -4.8% | +7.9% | +1.4% |
| 30D | -4.0% | +0.3% | -4.3% | -3.8% |
| 3M | +3.4% | +6.7% | -3.3% | +6.2% |
| 6M | +14.7% | +4.2% | +10.5% | +17.7% |
| YTD | +45.8% | +6.7% | +39.0% | +50.8% |
| 1Y | +57.4% | -1.4% | +58.8% | +59.6% |
| All | +627.7% | -22.4% | +650.1% | +639.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling