+448.8%
GS vs KHC
-52.2%
+501.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.6% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | +1.7% | +8.8% | -7.2% | -1.0% |
| 3M | -11.6% | -1.2% | -10.4% | -11.6% |
| 6M | -1.9% | +4.6% | -6.5% | -4.4% |
| YTD | +5.1% | +5.1% | -0.1% | +1.7% |
| 1Y | +16.4% | +6.2% | +10.2% | +12.2% |
| 3Y | +199.0% | -12.9% | +211.9% | +202.1% |
| 5Y | +157.4% | -16.8% | +174.2% | +159.7% |
| All | +448.8% | -52.2% | +501.0% | +433.3% |
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 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