-14.1%
KHC vs HWM
+591.3%
-605.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +2.0% | +7.3% | -5.3% | +1.8% |
| 30D | +10.6% | +1.6% | +9.0% | +10.5% |
| 3M | +0.5% | -21.9% | +22.4% | +1.7% |
| 6M | +12.1% | -19.0% | +31.1% | +13.0% |
| YTD | +8.9% | +7.9% | +1.0% | +7.1% |
| 1Y | +7.5% | +9.9% | -2.4% | +5.5% |
| 3Y | -10.7% | +342.1% | -352.9% | -27.9% |
| All | -14.1% | +591.3% | -605.4% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling