-12.9%
KHC vs WCC
+135.5%
-148.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.1% | -9.9% | +8.8% | -1.5% |
| 30D | +8.8% | -13.4% | +22.2% | +8.4% |
| 3M | -1.2% | -13.5% | +12.3% | -1.5% |
| 6M | +4.6% | -10.6% | +15.3% | +4.6% |
| YTD | +5.1% | +30.1% | -25.0% | +4.2% |
| 1Y | +6.2% | +22.3% | -16.1% | +5.4% |
| 3Y | -12.9% | +130.3% | -143.2% | -14.6% |
| All | -12.9% | +135.5% | -148.4% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling