+243.0%
GS vs KHC
-10.0%
+253.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +0.9% | -1.8% | +2.7% | +1.0% |
| 30D | -1.6% | -1.9% | +0.3% | -1.5% |
| 3M | -4.5% | +14.4% | -18.9% | -6.1% |
| 6M | +20.9% | +8.7% | +12.2% | +19.5% |
| YTD | +19.9% | +7.8% | +12.1% | +18.6% |
| 1Y | +41.4% | -1.5% | +42.9% | +42.1% |
| All | +243.0% | -10.0% | +253.0% | +241.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling