-52.3%
KHC vs WM
+332.5%
-384.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -4.6% | +0.8% | -5.4% | -5.0% |
| 30D | +8.1% | +13.8% | -5.7% | +1.2% |
| 3M | 0.0% | +6.4% | -6.4% | -3.2% |
| 6M | +7.9% | +13.2% | -5.3% | +1.0% |
| YTD | +5.3% | +10.8% | -5.5% | -0.8% |
| 1Y | +5.1% | +20.2% | -15.1% | -5.3% |
| 3Y | -12.8% | +46.5% | -59.2% | -30.7% |
| 5Y | -16.2% | +61.3% | -77.5% | -38.1% |
| 10Y | -52.3% | +324.8% | -377.0% | -81.8% |
| All | -52.3% | +332.5% | -384.8% | -81.8% |
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