-44.0%
KHC vs GWW
+667.4%
-711.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -3.3% | +3.7% | -7.0% | -4.2% |
| 30D | +9.1% | +13.6% | -4.5% | +5.7% |
| 3M | +1.4% | +15.4% | -14.0% | -2.3% |
| 6M | +8.4% | +21.8% | -13.4% | +2.7% |
| YTD | +6.2% | +50.0% | -43.9% | -4.9% |
| 1Y | +5.7% | +60.2% | -54.5% | -7.0% |
| 3Y | -12.0% | +94.4% | -106.4% | -27.4% |
| 5Y | -15.3% | +221.8% | -237.2% | -40.6% |
| 10Y | -51.8% | +665.8% | -717.6% | -73.0% |
| All | -44.0% | +667.4% | -711.3% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling