+542.4%
GLW vs KHC
-54.7%
+597.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.8% | +10.0% | +9.4% |
| 7D | -5.9% | -2.0% | -3.8% | -5.5% |
| 30D | -26.0% | +9.7% | -35.6% | -27.9% |
| 3M | -29.9% | -2.0% | -27.9% | -30.0% |
| 6M | -37.8% | +5.4% | -43.2% | -40.0% |
| YTD | +33.1% | +5.9% | +27.2% | +27.6% |
| 1Y | +36.8% | +7.5% | +29.4% | +30.4% |
| 3Y | +356.1% | -12.4% | +368.5% | +353.1% |
| 5Y | +243.8% | -15.8% | +259.7% | +239.8% |
| 10Y | +542.4% | -54.1% | +596.5% | +501.3% |
| All | +542.4% | -54.7% | +597.1% | +501.3% |
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