-10.7%
KHC vs WELL
+204.0%
-214.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.6% | +5.7% | +5.0% | +9.3% |
| 3M | +0.5% | +4.6% | -4.1% | -0.6% |
| 6M | +12.1% | +11.9% | +0.2% | +9.3% |
| YTD | +8.9% | +33.6% | -24.7% | +2.5% |
| 1Y | +7.5% | +29.8% | -22.3% | +1.7% |
| 3Y | -10.7% | +202.2% | -212.9% | -19.8% |
| All | -10.7% | +204.0% | -214.8% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling