-15.8%
KHC vs GRMN
+122.3%
-138.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | -2.0% | +6.4% | -8.4% | -2.6% |
| 30D | +9.7% | +8.7% | +0.9% | +8.8% |
| 3M | -2.0% | -5.8% | +3.8% | -1.6% |
| 6M | +5.4% | +22.5% | -17.1% | +3.5% |
| YTD | +5.9% | +45.6% | -39.7% | +2.3% |
| 1Y | +7.5% | +47.5% | -40.0% | +3.6% |
| 3Y | -12.4% | +166.2% | -178.6% | -22.4% |
| 5Y | -15.8% | +124.1% | -139.9% | -24.3% |
| All | -15.8% | +122.3% | -138.1% | -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