-43.1%
KHC vs WSM
+617.3%
-660.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -1.8% | -3.3% | +1.5% | -1.4% |
| 30D | -1.9% | -8.4% | +6.5% | -1.0% |
| 3M | +14.4% | +9.7% | +4.7% | +13.2% |
| 6M | +8.7% | +16.7% | -8.0% | +6.7% |
| YTD | +7.8% | +28.7% | -20.9% | +4.5% |
| 1Y | -1.5% | +13.7% | -15.2% | -3.4% |
| 3Y | -9.9% | +230.1% | -239.9% | -24.3% |
| 5Y | -10.7% | +179.0% | -189.7% | -25.1% |
| 10Y | -55.7% | +1,002.5% | -1,058.2% | -72.1% |
| All | -43.1% | +617.3% | -660.4% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling