-42.1%
KHC vs WM
+548.7%
-590.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -1.1% |
| 7D | +5.9% | +4.5% | +1.5% | +3.5% |
| 30D | +14.9% | +16.1% | -1.1% | +6.4% |
| 3M | 0.0% | +8.0% | -8.1% | -4.1% |
| 6M | +16.2% | +8.4% | +7.8% | +11.0% |
| YTD | +9.8% | +11.2% | -1.4% | +3.0% |
| 1Y | +12.1% | +22.3% | -10.3% | -0.2% |
| 3Y | -10.1% | +50.2% | -60.3% | -30.0% |
| 5Y | -13.9% | +63.3% | -77.2% | -37.3% |
| 10Y | -51.9% | +355.0% | -406.9% | -82.5% |
| All | -42.1% | +548.7% | -590.8% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling