-44.1%
KHC vs WMB
+116.0%
-160.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.3% |
| 7D | -2.0% | -6.7% | +4.6% | -1.1% |
| 30D | +9.7% | -8.6% | +18.2% | +10.8% |
| 3M | -2.0% | -4.9% | +2.9% | -1.7% |
| 6M | +5.4% | -6.3% | +11.7% | +5.8% |
| YTD | +5.9% | +13.0% | -7.1% | +2.9% |
| 1Y | +7.5% | +14.9% | -7.5% | +4.0% |
| 3Y | -12.4% | +113.4% | -125.8% | -24.5% |
| 5Y | -15.8% | +190.2% | -206.0% | -31.6% |
| 10Y | -54.1% | +259.9% | -313.9% | -66.0% |
| All | -44.1% | +116.0% | -160.1% | -50.2% |
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 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