-55.4%
KHC vs W
+146.2%
-201.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.2% | +6.5% | -8.7% | -2.4% |
| 30D | -0.1% | -6.2% | +6.1% | +0.1% |
| 3M | +8.3% | +48.9% | -40.5% | +6.7% |
| 6M | +5.0% | +31.2% | -26.2% | +3.6% |
| YTD | +8.0% | -0.4% | +8.4% | +7.4% |
| 1Y | -1.1% | +14.8% | -15.9% | -2.3% |
| 3Y | -10.7% | +40.5% | -51.2% | -13.9% |
| 5Y | -13.5% | -62.1% | +48.6% | -13.9% |
| 10Y | -55.4% | +141.5% | -196.9% | -62.4% |
| All | -55.4% | +146.2% | -201.6% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling