-55.1%
KHC vs HWM
+1,494.1%
-1,549.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.8% | -2.1% | +0.3% | -1.5% |
| 30D | -1.9% | -11.0% | +9.1% | -0.3% |
| 3M | +14.4% | +4.0% | +10.4% | +13.2% |
| 6M | +8.7% | -0.2% | +8.9% | +8.0% |
| YTD | +7.8% | +26.7% | -18.9% | +2.9% |
| 1Y | -1.5% | +44.7% | -46.2% | -8.1% |
| 3Y | -9.9% | +426.1% | -435.9% | -34.4% |
| 5Y | -10.7% | +738.5% | -749.2% | -41.4% |
| All | -55.1% | +1,494.1% | -1,549.2% | -74.3% |
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