+244.0%
GM vs KHC
-41.6%
+285.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +1.9% | -1.8% | +3.7% | +2.4% |
| 30D | -1.4% | -1.9% | +0.5% | -0.9% |
| 3M | +5.9% | +14.4% | -8.5% | +1.0% |
| 6M | +12.4% | +8.7% | +3.7% | +8.7% |
| YTD | +8.6% | +7.8% | +0.9% | +5.0% |
| 1Y | +52.6% | -1.5% | +54.1% | +51.6% |
| 3Y | +169.7% | -9.9% | +179.5% | +171.1% |
| 5Y | +87.5% | -10.7% | +98.3% | +86.6% |
| 10Y | +233.0% | -55.7% | +288.7% | +255.6% |
| All | +244.0% | -41.6% | +285.6% | +230.2% |
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 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