-54.3%
KHC vs WM
+339.4%
-393.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.5% |
| 30D | +12.0% | +13.1% | -1.1% | +5.3% |
| 3M | +0.2% | +3.6% | -3.4% | -1.7% |
| 6M | +10.3% | +8.1% | +2.3% | +5.8% |
| YTD | +6.7% | +8.9% | -2.2% | +1.5% |
| 1Y | +10.9% | +20.3% | -9.5% | -0.1% |
| 3Y | -12.6% | +46.2% | -58.8% | -30.5% |
| 5Y | -16.3% | +59.9% | -76.2% | -37.9% |
| All | -54.3% | +339.4% | -393.7% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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