-43.1%
KHC vs WM
+486.2%
-529.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | 0.0% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | -1.9% | -2.4% | +0.5% | -0.7% |
| 3M | +14.4% | +0.4% | +14.0% | +14.0% |
| 6M | +8.7% | -9.5% | +18.2% | +14.1% |
| YTD | +7.8% | +0.5% | +7.3% | +6.7% |
| 1Y | -1.5% | -1.1% | -0.4% | -1.9% |
| 3Y | -9.9% | +46.0% | -55.9% | -29.2% |
| 5Y | -10.7% | +51.8% | -62.5% | -32.9% |
| 10Y | -55.7% | +307.5% | -363.2% | -82.9% |
| All | -43.1% | +486.2% | -529.4% | -82.4% |
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 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