-43.0%
KHC vs KWEB
-16.0%
-27.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -2.2% | -1.3% | -0.9% | -2.1% |
| 30D | -0.1% | -11.5% | +11.4% | +0.9% |
| 3M | +8.3% | -2.9% | +11.3% | +8.6% |
| 6M | +5.0% | -14.6% | +19.6% | +6.2% |
| YTD | +8.0% | -25.5% | +33.5% | +10.3% |
| 1Y | -1.1% | -31.1% | +30.0% | +1.6% |
| 3Y | -10.7% | +3.0% | -13.7% | -12.2% |
| 5Y | -13.5% | -42.6% | +29.1% | -9.4% |
| 10Y | -55.4% | -21.1% | -34.3% | -59.6% |
| All | -43.0% | -16.0% | -27.0% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling