-55.0%
KHC vs HWM
+1,323.5%
-1,378.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.7% | +10.9% | +1.7% |
| 7D | -2.2% | -9.2% | +7.0% | -1.0% |
| 30D | -0.1% | -17.9% | +17.8% | +2.6% |
| 3M | +8.3% | -6.0% | +14.4% | +8.7% |
| 6M | +5.0% | -7.4% | +12.3% | +5.3% |
| YTD | +8.0% | +13.1% | -5.1% | +4.7% |
| 1Y | -1.1% | +29.3% | -30.4% | -6.3% |
| 3Y | -10.7% | +389.9% | -400.6% | -34.5% |
| 5Y | -13.5% | +655.5% | -669.1% | -42.4% |
| All | -55.0% | +1,323.5% | -1,378.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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