-44.5%
KHC vs WPM
+813.6%
-858.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.3% | -0.5% |
| 7D | -1.1% | +16.4% | -17.5% | -1.9% |
| 30D | +8.8% | -1.5% | +10.3% | +8.8% |
| 3M | -1.2% | +2.6% | -3.8% | -1.5% |
| 6M | +4.6% | -1.3% | +6.0% | +4.4% |
| YTD | +5.1% | +16.8% | -11.6% | +3.7% |
| 1Y | +6.2% | +34.1% | -27.9% | +3.9% |
| 3Y | -12.9% | +225.1% | -238.0% | -19.4% |
| 5Y | -16.8% | +234.5% | -251.3% | -23.5% |
| 10Y | -52.4% | +674.1% | -726.5% | -57.8% |
| All | -44.5% | +813.6% | -858.1% | -52.5% |
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