-12.6%
KHC vs HWM
+330.6%
-343.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -2.7% |
| 7D | +1.1% | +3.3% | -2.2% | +1.2% |
| 30D | +12.0% | -7.6% | +19.6% | +11.8% |
| 3M | +0.2% | -28.9% | +29.1% | -0.3% |
| 6M | +10.3% | -19.7% | +30.0% | +9.7% |
| YTD | +6.7% | +0.5% | +6.2% | +5.9% |
| 1Y | +10.9% | +0.3% | +10.6% | +10.0% |
| 3Y | -12.6% | +325.8% | -338.5% | -16.6% |
| All | -12.6% | +330.6% | -343.2% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling