+139.3%
GS vs KHC
-16.5%
+155.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.1% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | -2.4% | +12.0% | -14.4% | -3.7% |
| 3M | -15.7% | +0.2% | -15.9% | -15.9% |
| 6M | -6.8% | +10.3% | -17.1% | -8.7% |
| YTD | -0.1% | +6.7% | -6.8% | -1.7% |
| 1Y | +12.1% | +10.9% | +1.2% | +9.3% |
| 3Y | +185.8% | -12.6% | +198.4% | +189.1% |
| All | +139.3% | -16.5% | +155.9% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling