-44.5%
KHC vs GME
+211.5%
-256.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 6M | +4.6% | +4.7% | -0.1% | +4.5% |
| YTD | +5.1% | +26.6% | -21.5% | +4.5% |
| 1Y | +6.2% | +18.3% | -12.1% | +5.7% |
| 3Y | -12.9% | +102.8% | -115.7% | -16.9% |
| 5Y | -16.8% | -48.9% | +32.2% | -19.2% |
| 10Y | -52.4% | +480.5% | -532.9% | -68.0% |
| All | -44.5% | +211.5% | -256.1% | -58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling