-43.1%
KHC vs WMB
+139.2%
-182.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | +0.6% | -2.3% | -1.8% |
| 30D | -1.9% | +3.3% | -5.1% | -2.5% |
| 3M | +14.4% | +3.1% | +11.3% | +13.6% |
| 6M | +8.7% | -0.7% | +9.4% | +8.4% |
| YTD | +7.8% | +25.2% | -17.4% | +3.4% |
| 1Y | -1.5% | +32.9% | -34.4% | -6.6% |
| 3Y | -9.9% | +140.6% | -150.4% | -23.5% |
| 5Y | -10.7% | +273.5% | -284.2% | -30.2% |
| 10Y | -55.7% | +334.2% | -389.9% | -67.8% |
| All | -43.1% | +139.2% | -182.4% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling