-52.3%
KHC vs GRMN
+665.4%
-717.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -4.6% | +1.7% | -6.3% | -4.9% |
| 30D | +8.1% | +10.2% | -2.1% | +5.9% |
| 3M | 0.0% | -4.7% | +4.7% | +0.9% |
| 6M | +7.9% | +22.3% | -14.3% | +2.9% |
| YTD | +5.3% | +46.7% | -41.4% | -4.1% |
| 1Y | +5.1% | +49.6% | -44.5% | -4.8% |
| 3Y | -12.8% | +165.3% | -178.1% | -35.5% |
| 5Y | -16.2% | +130.3% | -146.5% | -35.7% |
| 10Y | -52.3% | +658.0% | -710.3% | -74.1% |
| All | -52.3% | +665.4% | -717.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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