+945.9%
GLW vs KHC
-41.6%
+987.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.9% |
| 7D | +3.8% | -1.8% | +5.5% | +4.2% |
| 30D | -1.3% | -1.9% | +0.5% | -1.1% |
| 3M | -21.8% | +14.4% | -36.2% | -26.1% |
| 6M | +6.9% | +8.7% | -1.8% | +2.0% |
| YTD | +77.2% | +7.8% | +69.4% | +69.3% |
| 1Y | +123.2% | -1.5% | +124.8% | +119.0% |
| 3Y | +400.0% | -9.9% | +409.9% | +393.1% |
| 5Y | +342.8% | -10.7% | +353.5% | +329.0% |
| 10Y | +771.4% | -55.7% | +827.1% | +830.2% |
| All | +945.9% | -41.6% | +987.5% | +877.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling