-55.6%
KHC vs WTW
+198.0%
-253.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.0% | -5.7% | +4.7% | +0.6% |
| 30D | +1.9% | -7.3% | +9.1% | +4.0% |
| 3M | +3.2% | +21.5% | -18.3% | -2.5% |
| 6M | +10.0% | +9.6% | +0.3% | +6.4% |
| YTD | +6.7% | -3.3% | +10.0% | +6.5% |
| 1Y | -0.9% | -6.1% | +5.2% | -0.3% |
| 3Y | -13.6% | +61.8% | -75.4% | -27.0% |
| 5Y | -12.8% | +42.7% | -55.5% | -24.7% |
| All | -55.6% | +198.0% | -253.7% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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