-24.5%
KHC vs GEHC
+4.1%
-28.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | -4.8% | -7.6% | +2.9% | -3.7% |
| 30D | +0.3% | -10.7% | +10.9% | +2.0% |
| 3M | +6.7% | -1.2% | +7.9% | +6.8% |
| 6M | +4.2% | -13.7% | +17.9% | +5.8% |
| YTD | +6.7% | -20.4% | +27.2% | +9.4% |
| 1Y | -1.4% | -17.0% | +15.6% | +0.3% |
| 3Y | -11.8% | +0.9% | -12.7% | -13.2% |
| All | -24.5% | +4.1% | -28.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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