+359.0%
GLW vs KHC
-12.1%
+371.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.6% |
| 7D | +15.5% | -3.3% | +18.9% | +14.6% |
| 30D | -19.6% | +9.1% | -28.7% | -17.6% |
| 3M | -28.5% | +1.4% | -29.9% | -27.7% |
| 6M | -39.5% | +8.4% | -47.9% | -38.5% |
| YTD | +37.2% | +6.2% | +31.0% | +39.5% |
| 1Y | +35.4% | +5.7% | +29.7% | +37.7% |
| All | +359.0% | -12.1% | +371.1% | +350.1% |
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