-10.7%
KHC vs GME
+4.1%
-14.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -2.2% | +0.4% | -2.6% | -2.2% |
| 30D | -0.1% | -1.4% | +1.3% | -0.1% |
| 3M | +8.3% | -15.1% | +23.5% | +8.4% |
| 6M | +5.0% | -22.5% | +27.4% | +5.0% |
| YTD | +8.0% | -5.9% | +13.9% | +8.0% |
| 1Y | -1.1% | -18.6% | +17.5% | -1.1% |
| 3Y | -10.7% | +6.7% | -17.4% | -10.4% |
| All | -10.7% | +4.1% | -14.8% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling