-56.0%
KHC vs WSM
+1,058.9%
-1,114.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -2.5% | +0.4% | -3.0% | -2.6% |
| 30D | +0.5% | -10.7% | +11.2% | +1.6% |
| 3M | +3.0% | +8.5% | -5.4% | +2.2% |
| 6M | +6.6% | +19.6% | -13.0% | +4.5% |
| YTD | +5.8% | +26.6% | -20.8% | +2.9% |
| 1Y | -2.2% | +12.0% | -14.2% | -3.8% |
| 3Y | -12.5% | +226.6% | -239.2% | -25.7% |
| 5Y | -13.6% | +174.1% | -187.7% | -26.6% |
| All | -56.0% | +1,058.9% | -1,114.9% | -69.5% |
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