-55.4%
KHC vs WELL
+335.2%
-390.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -0.1% | +0.5% | -0.6% | -0.2% |
| 3M | +8.3% | +19.1% | -10.7% | +4.1% |
| 6M | +5.0% | +17.0% | -12.0% | +1.0% |
| YTD | +8.0% | +29.2% | -21.2% | +1.5% |
| 1Y | -1.1% | +42.1% | -43.2% | -9.1% |
| 3Y | -10.7% | +204.5% | -215.3% | -31.5% |
| 5Y | -13.5% | +211.0% | -224.5% | -34.8% |
| 10Y | -55.4% | +337.6% | -393.0% | -69.6% |
| All | -55.4% | +335.2% | -390.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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