-16.8%
KHC vs GME
-49.7%
+32.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.1% | +4.8% | -5.9% | -1.2% |
| 30D | +8.8% | -4.3% | +13.1% | +8.9% |
| 3M | -1.2% | +35.3% | -36.6% | -1.3% |
| 6M | +4.6% | +4.7% | -0.1% | +4.6% |
| YTD | +5.1% | +26.6% | -21.5% | +5.0% |
| 1Y | +6.2% | +18.3% | -12.1% | +6.1% |
| 3Y | -12.9% | +102.8% | -115.7% | -13.8% |
| 5Y | -16.8% | -48.9% | +32.2% | -17.1% |
| All | -16.8% | -49.7% | +32.9% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling