+837.6%
GLW vs KHC
-55.7%
+893.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.2% | +7.4% | +7.5% |
| 7D | +14.0% | -2.2% | +16.2% | +14.6% |
| 30D | +0.4% | -0.1% | +0.4% | +0.1% |
| 3M | -11.3% | +8.3% | -19.7% | -14.5% |
| 6M | +35.1% | +5.0% | +30.1% | +30.9% |
| YTD | +90.5% | +8.0% | +82.5% | +82.5% |
| 1Y | +132.0% | -1.1% | +133.1% | +127.7% |
| 3Y | +463.3% | -10.7% | +474.0% | +458.5% |
| 5Y | +382.5% | -13.5% | +396.0% | +374.8% |
| 10Y | +837.6% | -55.4% | +893.0% | +795.0% |
| All | +837.6% | -55.7% | +893.3% | +795.0% |
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 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