-10.7%
KHC vs WSM
+260.3%
-271.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.5% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +10.6% | +5.1% | +5.5% | +10.4% |
| 3M | +0.5% | +5.1% | -4.6% | +0.3% |
| 6M | +12.1% | +48.6% | -36.5% | +10.5% |
| YTD | +8.9% | +44.2% | -35.3% | +7.3% |
| 1Y | +7.5% | +38.1% | -30.6% | +6.0% |
| 3Y | -10.7% | +257.2% | -267.9% | -12.4% |
| All | -10.7% | +260.3% | -271.0% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling