-49.9%
KHC vs GME
+475.1%
-525.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.6% |
| 7D | +2.0% | +2.9% | -0.9% | +2.0% |
| 30D | +10.6% | -4.8% | +15.4% | +10.7% |
| 3M | +0.5% | +39.2% | -38.7% | -0.2% |
| 6M | +12.1% | +17.1% | -5.0% | +11.6% |
| YTD | +8.9% | +28.7% | -19.8% | +8.2% |
| 1Y | +7.5% | +23.3% | -15.8% | +6.9% |
| 3Y | -10.7% | +112.9% | -123.7% | -14.6% |
| 5Y | -13.2% | -48.8% | +35.7% | -15.5% |
| All | -49.9% | +475.1% | -525.0% | -65.4% |
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