-54.1%
KHC vs WELL
+451.0%
-505.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.0% |
| 7D | -2.0% | +3.5% | -5.5% | -2.8% |
| 30D | +9.7% | +9.7% | 0.0% | +7.4% |
| 3M | -2.0% | +4.8% | -6.8% | -3.1% |
| 6M | +5.4% | +16.1% | -10.6% | +1.8% |
| YTD | +5.9% | +34.7% | -28.8% | -1.3% |
| 1Y | +7.5% | +31.9% | -24.5% | +0.6% |
| 3Y | -12.4% | +209.9% | -222.3% | -32.8% |
| 5Y | -15.8% | +226.5% | -242.4% | -36.9% |
| 10Y | -54.1% | +455.3% | -509.3% | -71.5% |
| All | -54.1% | +451.0% | -505.0% | -71.5% |
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