-44.0%
KHC vs GRMN
+802.2%
-846.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.4% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | +9.1% | +3.5% | +5.6% | +8.3% |
| 3M | +1.4% | -7.3% | +8.7% | +2.8% |
| 6M | +8.4% | +21.8% | -13.4% | +3.4% |
| YTD | +6.2% | +42.8% | -36.6% | -2.7% |
| 1Y | +5.7% | +46.5% | -40.8% | -3.8% |
| 3Y | -12.0% | +158.3% | -170.3% | -33.7% |
| 5Y | -15.3% | +122.6% | -138.0% | -34.1% |
| 10Y | -51.8% | +638.0% | -689.9% | -73.6% |
| All | -44.0% | +802.2% | -846.2% | -72.5% |
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