-55.4%
KHC vs WMB
+309.4%
-364.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.3% |
| 7D | -2.2% | +0.8% | -3.0% | -2.4% |
| 30D | -0.1% | +7.7% | -7.8% | -1.9% |
| 3M | +8.3% | +6.7% | +1.6% | +6.4% |
| 6M | +5.0% | +3.6% | +1.3% | +3.5% |
| YTD | +8.0% | +28.0% | -20.0% | +1.1% |
| 1Y | -1.1% | +37.6% | -38.7% | -9.2% |
| 3Y | -10.7% | +149.0% | -159.7% | -31.2% |
| 5Y | -13.5% | +285.3% | -298.8% | -41.7% |
| 10Y | -55.4% | +302.1% | -357.5% | -72.2% |
| All | -55.4% | +309.4% | -364.8% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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