-43.7%
KHC vs W
+199.3%
-242.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.8% |
| 7D | +1.1% | -3.6% | +4.7% | +1.2% |
| 30D | +12.0% | +7.0% | +5.0% | +11.7% |
| 3M | +0.2% | +7.4% | -7.2% | -0.2% |
| 6M | +10.3% | +69.3% | -59.0% | +8.0% |
| YTD | +6.7% | +11.3% | -4.5% | +5.6% |
| 1Y | +10.9% | +13.2% | -2.4% | +9.6% |
| 3Y | -12.6% | +142.0% | -154.7% | -17.4% |
| 5Y | -16.3% | -54.6% | +38.3% | -17.6% |
| 10Y | -53.2% | +243.7% | -296.9% | -63.2% |
| All | -43.7% | +199.3% | -242.9% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling