-52.3%
KHC vs WMB
+278.0%
-330.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.3% |
| 7D | -4.6% | +1.6% | -6.2% | -5.0% |
| 30D | +8.1% | -7.1% | +15.2% | +9.4% |
| 3M | 0.0% | -4.0% | +4.0% | +0.3% |
| 6M | +7.9% | -5.7% | +13.7% | +8.3% |
| YTD | +5.3% | +17.2% | -11.9% | 0.0% |
| 1Y | +5.1% | +17.2% | -12.1% | -0.3% |
| 3Y | -12.8% | +121.1% | -133.8% | -31.3% |
| 5Y | -16.2% | +197.2% | -213.4% | -39.9% |
| 10Y | -52.3% | +280.9% | -333.2% | -70.4% |
| All | -52.3% | +278.0% | -330.3% | -70.4% |
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