-52.4%
KHC vs W
+228.8%
-281.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | -0.6% |
| 7D | -1.1% | +1.1% | -2.2% | -1.2% |
| 30D | +8.8% | +6.4% | +2.4% | +8.6% |
| 3M | -1.2% | +9.0% | -10.2% | -1.6% |
| 6M | +4.6% | +69.8% | -65.2% | +2.5% |
| YTD | +5.1% | +12.1% | -6.9% | +4.0% |
| 1Y | +6.2% | 0.0% | +6.2% | +5.5% |
| 3Y | -12.9% | +160.3% | -173.2% | -17.8% |
| 5Y | -16.8% | -53.3% | +36.5% | -17.9% |
| 10Y | -52.4% | +217.0% | -269.4% | -61.7% |
| All | -52.4% | +228.8% | -281.3% | -61.7% |
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