+232.7%
GLW vs KHC
-13.3%
+246.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.1% |
| 7D | +7.7% | +2.0% | +5.7% | +8.0% |
| 30D | -18.8% | +10.6% | -29.5% | -18.1% |
| 3M | -27.7% | +0.5% | -28.3% | -27.4% |
| 6M | -44.4% | +12.1% | -56.5% | -44.4% |
| YTD | +31.3% | +8.9% | +22.4% | +31.4% |
| 1Y | +40.0% | +7.5% | +32.6% | +40.3% |
| 3Y | +339.2% | -10.7% | +350.0% | +344.5% |
| All | +232.7% | -13.3% | +246.1% | +241.7% |
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