-49.9%
KHC vs GWW
+658.3%
-708.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +2.0% | +3.6% | -1.5% | +1.1% |
| 30D | +10.6% | +12.1% | -1.5% | +7.5% |
| 3M | +0.5% | +12.9% | -12.4% | -2.6% |
| 6M | +12.1% | +19.3% | -7.3% | +6.8% |
| YTD | +8.9% | +48.7% | -39.8% | -2.2% |
| 1Y | +7.5% | +60.5% | -53.0% | -5.5% |
| 3Y | -10.7% | +93.3% | -104.0% | -26.3% |
| 5Y | -13.2% | +219.0% | -232.1% | -39.1% |
| All | -49.9% | +658.3% | -708.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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