+212.6%
GLW vs KHC
-16.5%
+229.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +2.3% |
| 7D | -13.9% | +1.1% | -15.0% | -13.8% |
| 30D | -35.0% | +12.0% | -47.0% | -34.4% |
| 3M | -32.4% | +0.2% | -32.5% | -32.1% |
| 6M | -41.3% | +10.3% | -51.7% | -41.5% |
| YTD | +21.8% | +6.7% | +15.1% | +21.7% |
| 1Y | +21.8% | +10.9% | +11.0% | +21.2% |
| 3Y | +307.7% | -12.6% | +320.3% | +311.8% |
| All | +212.6% | -16.5% | +229.2% | +226.7% |
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