-51.2%
KHC vs GME
+470.0%
-521.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -3.3% | +6.0% | -9.3% | -3.4% |
| 30D | +9.1% | -5.9% | +15.0% | +9.2% |
| 3M | +1.4% | +38.2% | -36.8% | +0.7% |
| 6M | +8.4% | +14.5% | -6.2% | +8.0% |
| YTD | +6.2% | +27.6% | -21.4% | +5.5% |
| 1Y | +5.7% | +19.9% | -14.3% | +5.2% |
| 3Y | -12.0% | +104.3% | -116.3% | -15.8% |
| 5Y | -15.3% | -49.3% | +33.9% | -17.6% |
| All | -51.2% | +470.0% | -521.1% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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