-54.3%
KHC vs WCC
+506.2%
-560.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -4.8% | +6.8% | -11.6% | -5.4% |
| 30D | +0.3% | -3.0% | +3.3% | +0.5% |
| 3M | +6.7% | +0.2% | +6.5% | +6.2% |
| 6M | +4.2% | +33.2% | -29.0% | +0.2% |
| YTD | +6.7% | +45.8% | -39.1% | +1.3% |
| 1Y | -1.4% | +68.4% | -69.8% | -8.2% |
| 3Y | -11.8% | +131.1% | -142.9% | -23.3% |
| 5Y | -13.4% | +225.6% | -239.0% | -30.9% |
| 10Y | -54.3% | +534.2% | -588.4% | -69.4% |
| All | -54.3% | +506.2% | -560.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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