-43.1%
KHC vs GRMN
+770.0%
-813.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | -1.9% | -8.4% | +6.6% | -0.1% |
| 3M | +14.4% | +15.0% | -0.6% | +10.7% |
| 6M | +8.7% | +11.2% | -2.5% | +5.6% |
| YTD | +7.8% | +37.7% | -29.9% | -0.3% |
| 1Y | -1.5% | +18.5% | -20.0% | -6.0% |
| 3Y | -9.9% | +175.8% | -185.7% | -33.6% |
| 5Y | -10.7% | +75.1% | -85.8% | -25.2% |
| 10Y | -55.7% | +637.0% | -692.7% | -75.7% |
| All | -43.1% | +770.0% | -813.1% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling