+12.5%
KHC vs W
+21.5%
-9.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.0% | -7.2% | +3.3% |
| 7D | +6.6% | +8.4% | -1.7% | +6.2% |
| 30D | +16.5% | +16.5% | 0.0% | +15.8% |
| 3M | -3.0% | +6.4% | -9.4% | -3.3% |
| 6M | +17.4% | +90.5% | -73.2% | +15.8% |
| YTD | +10.3% | +23.1% | -12.7% | +7.3% |
| 1Y | +12.5% | +24.3% | -11.8% | +9.1% |
| All | +12.5% | +21.5% | -9.0% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling