-43.1%
KHC vs GME
+134.7%
-177.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.8% | +7.2% | -9.0% | -1.9% |
| 30D | -1.9% | +0.8% | -2.7% | -1.9% |
| 3M | +14.4% | -14.0% | +28.4% | +14.7% |
| 6M | +8.7% | -19.7% | +28.5% | +9.1% |
| YTD | +7.8% | -4.6% | +12.4% | +7.8% |
| 1Y | -1.5% | -14.3% | +12.8% | -1.3% |
| 3Y | -9.9% | +4.0% | -13.9% | -12.7% |
| 5Y | -10.7% | -62.2% | +51.5% | -12.8% |
| 10Y | -55.7% | +241.4% | -297.1% | -68.6% |
| All | -43.1% | +134.7% | -177.8% | -56.8% |
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