+1.7%
KHC vs WOLF
+57.5%
-55.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.6% | -7.9% | -2.1% |
| 7D | -3.3% | +9.7% | -13.0% | -3.0% |
| 30D | -3.4% | +12.5% | -16.0% | -2.9% |
| 3M | +12.6% | -57.7% | +70.3% | +12.1% |
| 6M | +7.0% | +37.7% | -30.7% | +6.1% |
| YTD | +6.1% | +62.8% | -56.8% | +5.3% |
| All | +1.7% | +57.5% | -55.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling