-55.6%
KHC vs KWEB
-19.7%
-35.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -1.0% | -5.6% | +4.6% | -0.6% |
| 30D | +1.9% | -10.7% | +12.6% | +2.7% |
| 3M | +3.2% | -7.4% | +10.6% | +3.7% |
| 6M | +10.0% | -19.3% | +29.3% | +11.5% |
| YTD | +6.7% | -27.8% | +34.4% | +8.9% |
| 1Y | -0.9% | -35.9% | +35.0% | +1.9% |
| 3Y | -13.6% | -1.9% | -11.6% | -14.4% |
| 5Y | -12.8% | -43.2% | +30.3% | -8.6% |
| All | -55.6% | -19.7% | -35.9% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling