-55.5%
KHC vs HWM
+1,165.4%
-1,220.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.1% |
| 7D | +1.1% | +3.3% | -2.2% | +0.5% |
| 30D | +12.0% | -7.6% | +19.6% | +12.9% |
| 3M | +0.2% | -28.9% | +29.1% | +4.6% |
| 6M | +10.3% | -19.7% | +30.0% | +12.8% |
| YTD | +6.7% | +0.5% | +6.2% | +4.9% |
| 1Y | +10.9% | +0.3% | +10.6% | +8.9% |
| 3Y | -12.6% | +325.8% | -338.5% | -34.8% |
| 5Y | -16.3% | +524.7% | -541.0% | -42.7% |
| 10Y | -53.2% | +1,491.8% | -1,545.0% | -72.1% |
| All | -55.5% | +1,165.4% | -1,220.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling