-44.5%
KHC vs WELL
+470.5%
-515.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.1% | +2.7% | -3.8% | -1.8% |
| 30D | +8.8% | +9.8% | -1.0% | +6.5% |
| 3M | -1.2% | +5.8% | -7.0% | -2.6% |
| 6M | +4.6% | +16.2% | -11.6% | +0.8% |
| YTD | +5.1% | +34.9% | -29.7% | -2.4% |
| 1Y | +6.2% | +31.0% | -24.8% | -0.8% |
| 3Y | -12.9% | +205.4% | -218.3% | -34.0% |
| 5Y | -16.8% | +220.8% | -237.6% | -38.4% |
| 10Y | -52.4% | +471.8% | -524.3% | -72.0% |
| All | -44.5% | +470.5% | -515.0% | -68.0% |
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