-23.6%
KHC vs GEHC
+6.6%
-30.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.7% |
| 7D | -2.2% | -5.2% | +3.0% | -1.4% |
| 30D | -0.1% | -7.0% | +6.9% | +1.0% |
| 3M | +8.3% | +3.3% | +5.0% | +7.8% |
| 6M | +5.0% | -10.0% | +15.0% | +5.9% |
| YTD | +8.0% | -18.5% | +26.5% | +10.3% |
| 1Y | -1.1% | -14.4% | +13.3% | +0.1% |
| 3Y | -10.7% | +3.4% | -14.1% | -12.5% |
| All | -23.6% | +6.6% | -30.3% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling