-49.9%
KHC vs WSM
+1,131.4%
-1,181.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +10.6% | +5.1% | +5.5% | +10.0% |
| 3M | +0.5% | +5.1% | -4.6% | -0.1% |
| 6M | +12.1% | +48.6% | -36.5% | +7.5% |
| YTD | +8.9% | +44.2% | -35.3% | +4.4% |
| 1Y | +7.5% | +38.1% | -30.6% | +3.5% |
| 3Y | -10.7% | +257.2% | -267.9% | -25.0% |
| 5Y | -13.2% | +165.1% | -178.3% | -25.4% |
| All | -49.9% | +1,131.4% | -1,181.3% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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