-13.4%
KHC vs GWW
+221.1%
-234.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | +0.3% | -1.4% | +1.7% | +0.5% |
| 3M | +6.7% | -3.6% | +10.4% | +7.2% |
| 6M | +4.2% | +15.1% | -11.0% | +1.3% |
| YTD | +6.7% | +27.5% | -20.7% | +1.9% |
| 1Y | -1.4% | +29.6% | -31.0% | -6.2% |
| 3Y | -11.8% | +90.1% | -101.8% | -21.8% |
| 5Y | -13.4% | +222.6% | -236.0% | -30.3% |
| All | -13.4% | +221.1% | -234.4% | -30.3% |
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