-51.6%
KHC vs GME
+468.4%
-520.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -4.6% | +1.6% | -6.2% | -4.6% |
| 30D | +8.1% | -6.2% | +14.3% | +8.2% |
| 3M | 0.0% | +35.8% | -35.7% | -0.6% |
| 6M | +7.9% | +10.3% | -2.3% | +7.7% |
| YTD | +5.3% | +27.2% | -22.0% | +4.6% |
| 1Y | +5.1% | +19.1% | -14.0% | +4.6% |
| 3Y | -12.8% | +103.7% | -116.5% | -16.5% |
| 5Y | -16.2% | -50.0% | +33.8% | -18.4% |
| All | -51.6% | +468.4% | -520.0% | -66.6% |
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