-54.3%
KHC vs GRMN
+628.0%
-682.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | +0.3% | -13.1% | +13.4% | +3.2% |
| 3M | +6.7% | +14.9% | -8.2% | +3.2% |
| 6M | +4.2% | +13.1% | -8.9% | +0.8% |
| YTD | +6.7% | +35.3% | -28.6% | -1.0% |
| 1Y | -1.4% | +16.0% | -17.4% | -5.6% |
| 3Y | -11.8% | +179.6% | -191.4% | -36.5% |
| 5Y | -13.4% | +75.0% | -88.4% | -27.3% |
| 10Y | -54.3% | +644.1% | -698.4% | -76.0% |
| All | -54.3% | +628.0% | -682.3% | -76.0% |
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