+486.7%
GS vs KHC
-53.9%
+540.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | -2.4% | +12.0% | -14.4% | -5.6% |
| 3M | -15.7% | +0.2% | -15.9% | -16.1% |
| 6M | -6.8% | +10.3% | -17.1% | -10.5% |
| YTD | -0.1% | +6.7% | -6.8% | -3.6% |
| 1Y | +12.1% | +10.9% | +1.2% | +6.7% |
| 3Y | +185.8% | -12.6% | +198.4% | +188.8% |
| 5Y | +140.1% | -16.3% | +156.4% | +142.1% |
| All | +486.7% | -53.9% | +540.6% | +422.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling