-10.1%
KHC vs GEHC
+1.7%
-11.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | -1.8% | -4.0% | +2.2% | -1.1% |
| 30D | -1.9% | -2.0% | +0.1% | -1.5% |
| 3M | +14.4% | +8.0% | +6.4% | +13.0% |
| 6M | +8.7% | -12.8% | +21.5% | +10.3% |
| YTD | +7.8% | -15.9% | +23.7% | +9.8% |
| 1Y | -1.5% | -6.9% | +5.4% | -1.6% |
| All | -10.1% | +1.7% | -11.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling