-43.1%
KHC vs WELL
+444.0%
-487.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | +14.4% | +18.0% | -3.6% | +9.9% |
| 6M | +8.7% | +15.0% | -6.3% | +4.9% |
| YTD | +7.8% | +28.6% | -20.8% | +1.2% |
| 1Y | -1.5% | +42.9% | -44.4% | -10.0% |
| 3Y | -9.9% | +203.0% | -212.9% | -31.6% |
| 5Y | -10.7% | +206.9% | -217.6% | -33.3% |
| 10Y | -55.7% | +339.5% | -395.2% | -71.4% |
| All | -43.1% | +444.0% | -487.2% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling