+423.6%
GS vs KHC
-40.5%
+464.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -6.3% | +5.9% | -12.3% | -7.9% |
| 30D | -3.1% | +14.9% | -18.1% | -7.3% |
| 3M | -17.7% | 0.0% | -17.6% | -18.0% |
| 6M | -4.6% | +16.2% | -20.8% | -10.0% |
| YTD | +0.3% | +9.8% | -9.5% | -4.3% |
| 1Y | +11.7% | +12.1% | -0.3% | +5.8% |
| 3Y | +183.6% | -10.1% | +193.6% | +184.1% |
| 5Y | +141.0% | -13.9% | +154.8% | +140.8% |
| 10Y | +507.4% | -51.9% | +559.3% | +513.3% |
| All | +423.6% | -40.5% | +464.1% | +372.5% |
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