+342.1%
GLW vs KHC
-10.4%
+352.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.6% |
| 7D | +3.8% | -1.8% | +5.5% | +3.7% |
| 30D | -1.3% | -1.9% | +0.5% | -1.3% |
| 3M | -21.8% | +14.4% | -36.2% | -22.4% |
| 6M | +6.9% | +8.7% | -1.8% | +6.3% |
| YTD | +77.2% | +7.8% | +69.4% | +76.3% |
| 1Y | +123.2% | -1.5% | +124.8% | +124.3% |
| 3Y | +400.0% | -9.9% | +409.9% | +400.9% |
| All | +342.1% | -10.4% | +352.5% | +343.2% |
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