+525.8%
GS vs KHC
-42.5%
+568.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +0.9% | -3.3% | +4.2% | +1.9% |
| 30D | -1.6% | -3.4% | +1.8% | -0.7% |
| 3M | -4.5% | +12.6% | -17.1% | -8.8% |
| 6M | +20.9% | +7.0% | +13.9% | +16.9% |
| YTD | +19.9% | +6.1% | +13.8% | +15.8% |
| 1Y | +41.4% | -3.1% | +44.5% | +40.4% |
| 3Y | +239.2% | -11.3% | +250.4% | +240.8% |
| 5Y | +185.0% | -12.1% | +197.2% | +182.0% |
| 10Y | +655.0% | -56.4% | +711.4% | +696.2% |
| All | +525.8% | -42.5% | +568.3% | +471.7% |
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