-13.5%
KHC vs GRMN
+76.7%
-90.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -0.1% | -11.3% | +11.2% | +0.9% |
| 3M | +8.3% | +17.7% | -9.4% | +6.9% |
| 6M | +5.0% | +14.2% | -9.2% | +3.7% |
| YTD | +8.0% | +37.0% | -29.0% | +5.1% |
| 1Y | -1.1% | +17.0% | -18.1% | -2.6% |
| 3Y | -10.7% | +183.2% | -193.9% | -21.2% |
| 5Y | -13.5% | +77.3% | -90.8% | -24.3% |
| All | -13.5% | +76.7% | -90.2% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling