-43.1%
KHC vs WPM
+936.4%
-979.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -1.8% | +1.1% | -2.8% | -1.8% |
| 30D | -1.9% | +26.4% | -28.2% | -3.0% |
| 3M | +14.4% | +20.8% | -6.4% | +13.2% |
| 6M | +8.7% | +1.1% | +7.6% | +8.4% |
| YTD | +7.8% | +32.5% | -24.7% | +5.8% |
| 1Y | -1.5% | +51.5% | -53.0% | -4.2% |
| 3Y | -9.9% | +267.0% | -276.9% | -17.0% |
| 5Y | -10.7% | +250.1% | -260.9% | -18.1% |
| 10Y | -55.7% | +540.4% | -596.1% | -60.6% |
| All | -43.1% | +936.4% | -979.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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