-12.5%
KHC vs GWW
+91.0%
-103.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.6% |
| 7D | -2.2% | -1.5% | -0.7% | -2.0% |
| 30D | -0.1% | +1.1% | -1.2% | -0.3% |
| 3M | +8.3% | -1.0% | +9.3% | +8.2% |
| 6M | +5.0% | +16.3% | -11.4% | +2.1% |
| YTD | +8.0% | +28.5% | -20.5% | +3.4% |
| 1Y | -1.1% | +30.3% | -31.4% | -5.6% |
| All | -12.5% | +91.0% | -103.5% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling