-54.3%
KHC vs GME
+255.4%
-309.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.3% |
| 7D | -4.8% | +4.8% | -9.6% | -4.9% |
| 30D | +0.3% | +5.9% | -5.6% | +0.2% |
| 3M | +6.7% | -10.7% | +17.4% | +6.9% |
| 6M | +4.2% | -19.8% | +24.0% | +4.5% |
| YTD | +6.7% | -0.9% | +7.7% | +6.7% |
| 1Y | -1.4% | -15.7% | +14.3% | -1.2% |
| 3Y | -11.8% | +12.3% | -24.1% | -14.4% |
| 5Y | -13.4% | -60.1% | +46.7% | -15.3% |
| 10Y | -54.3% | +265.3% | -319.6% | -67.6% |
| All | -54.3% | +255.4% | -309.6% | -67.6% |
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