+619.4%
GLW vs KHC
-42.1%
+661.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.3% |
| 7D | -13.9% | +1.1% | -15.0% | -14.3% |
| 30D | -35.0% | +12.0% | -47.0% | -37.2% |
| 3M | -32.4% | +0.2% | -32.5% | -32.9% |
| 6M | -41.3% | +10.3% | -51.7% | -44.3% |
| YTD | +21.8% | +6.7% | +15.1% | +16.3% |
| 1Y | +21.8% | +10.9% | +11.0% | +14.6% |
| 3Y | +307.7% | -12.6% | +320.3% | +305.4% |
| 5Y | +213.7% | -16.3% | +230.0% | +210.7% |
| 10Y | +509.3% | -53.2% | +562.5% | +530.0% |
| All | +619.4% | -42.1% | +661.5% | +571.3% |
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