-1.1%
KHC vs HWM
+30.1%
-31.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.7% | +10.9% | -0.6% |
| 7D | -2.2% | -9.2% | +7.0% | -2.9% |
| 30D | -0.1% | -17.9% | +17.8% | -1.5% |
| 3M | +8.3% | -6.0% | +14.4% | +7.0% |
| 6M | +5.0% | -7.4% | +12.3% | +3.8% |
| YTD | +8.0% | +13.1% | -5.1% | +7.3% |
| 1Y | -1.1% | +29.3% | -30.4% | -2.5% |
| All | -1.1% | +30.1% | -31.2% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling