-44.1%
KHC vs WEC
+262.1%
-306.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | -2.0% | +0.2% | -2.3% | -2.1% |
| 30D | +9.7% | +12.9% | -3.3% | +3.6% |
| 3M | -2.0% | +9.8% | -11.8% | -6.3% |
| 6M | +5.4% | +6.7% | -1.3% | +2.0% |
| YTD | +5.9% | +14.0% | -8.1% | -0.7% |
| 1Y | +7.5% | +7.3% | +0.1% | +3.6% |
| 3Y | -12.4% | +63.8% | -76.2% | -31.1% |
| 5Y | -15.8% | +54.8% | -70.6% | -32.9% |
| 10Y | -54.1% | +185.7% | -239.8% | -73.1% |
| All | -44.1% | +262.1% | -306.2% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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