-15.3%
KHC vs GWW
+224.0%
-239.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -3.3% | +3.7% | -7.0% | -3.9% |
| 30D | +9.1% | +13.6% | -4.5% | +6.8% |
| 3M | +1.4% | +15.4% | -14.0% | -1.1% |
| 6M | +8.4% | +21.8% | -13.4% | +4.4% |
| YTD | +6.2% | +50.0% | -43.9% | -1.6% |
| 1Y | +5.7% | +60.2% | -54.5% | -3.3% |
| 3Y | -12.0% | +94.4% | -106.4% | -22.7% |
| 5Y | -15.3% | +221.8% | -237.2% | -36.4% |
| All | -15.3% | +224.0% | -239.4% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling