-10.7%
KHC vs WMB
+121.9%
-132.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.5% |
| 7D | +2.0% | +7.8% | -5.8% | +2.4% |
| 30D | +10.6% | -5.1% | +15.7% | +10.4% |
| 3M | +0.5% | -4.7% | +5.2% | +0.3% |
| 6M | +12.1% | -7.4% | +19.5% | +11.9% |
| YTD | +8.9% | +17.5% | -8.6% | +7.5% |
| 1Y | +7.5% | +19.5% | -12.0% | +6.0% |
| 3Y | -10.7% | +121.3% | -132.0% | -25.7% |
| All | -10.7% | +121.9% | -132.6% | -25.7% |
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