-43.1%
KHC vs W
+166.3%
-209.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -1.8% | -4.2% | +2.4% | -1.6% |
| 30D | -1.9% | -7.6% | +5.7% | -1.6% |
| 3M | +14.4% | +37.2% | -22.8% | +12.9% |
| 6M | +8.7% | +26.3% | -17.6% | +7.4% |
| YTD | +7.8% | -1.0% | +8.8% | +7.2% |
| 1Y | -1.5% | +20.1% | -21.6% | -2.9% |
| 3Y | -9.9% | +37.8% | -47.6% | -13.1% |
| 5Y | -10.7% | -63.7% | +52.9% | -11.3% |
| 10Y | -55.7% | +156.3% | -212.0% | -64.7% |
| All | -43.1% | +166.3% | -209.4% | -54.8% |
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