+0.9%
KHC vs WOLF
+53.8%
-52.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.4% |
| 7D | -4.6% | +21.5% | -26.1% | -3.7% |
| 30D | +8.1% | -1.2% | +9.4% | +8.6% |
| 3M | 0.0% | -8.2% | +8.2% | +0.5% |
| 6M | +7.9% | -45.0% | +52.9% | +7.9% |
| YTD | +5.3% | +59.0% | -53.7% | +5.1% |
| 1Y | +5.1% | +59.1% | -54.0% | +5.0% |
| All | +0.9% | +53.8% | -52.9% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling