-13.6%
KHC vs KWEB
-2.3%
-11.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.6% |
| 3M | +3.2% | -7.4% | +10.6% | +3.7% |
| 6M | +10.0% | -19.3% | +29.3% | +11.4% |
| YTD | +6.7% | -27.8% | +34.4% | +8.7% |
| 1Y | -0.9% | -35.9% | +35.0% | +1.7% |
| 3Y | -13.6% | -1.9% | -11.6% | -13.7% |
| All | -13.6% | -2.3% | -11.3% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling