-12.6%
KHC vs WMB
+97.7%
-110.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +1.1% | -13.8% | +14.9% | +0.5% |
| 30D | +12.0% | -10.3% | +22.3% | +11.4% |
| 3M | +0.2% | -10.1% | +10.2% | -0.3% |
| 6M | +10.3% | -11.8% | +22.2% | +9.7% |
| YTD | +6.7% | +8.9% | -2.2% | +5.0% |
| 1Y | +10.9% | +14.0% | -3.1% | +8.7% |
| 3Y | -12.6% | +100.5% | -113.2% | -27.9% |
| All | -12.6% | +97.7% | -110.3% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling