-43.7%
KHC vs WELL
+464.4%
-508.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +1.1% | +4.4% | -3.3% | +0.1% |
| 30D | +12.0% | +10.8% | +1.2% | +9.3% |
| 3M | +0.2% | +4.2% | -4.0% | -0.8% |
| 6M | +10.3% | +14.0% | -3.7% | +6.8% |
| YTD | +6.7% | +33.4% | -26.7% | -0.7% |
| 1Y | +10.9% | +32.4% | -21.6% | +3.3% |
| 3Y | -12.6% | +194.7% | -207.4% | -33.2% |
| 5Y | -16.3% | +226.5% | -242.7% | -38.4% |
| 10Y | -53.2% | +429.8% | -483.1% | -71.7% |
| All | -43.7% | +464.4% | -508.1% | -67.4% |
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