-13.6%
KHC vs WTW
+42.3%
-55.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.5% | -7.8% | +5.3% | -1.1% |
| 30D | +0.5% | -7.9% | +8.4% | +2.0% |
| 3M | +3.0% | +19.9% | -16.9% | -0.5% |
| 6M | +6.6% | +9.8% | -3.2% | +4.2% |
| YTD | +5.8% | -3.3% | +9.1% | +5.6% |
| 1Y | -2.2% | -3.3% | +1.1% | -2.4% |
| 3Y | -12.5% | +61.5% | -74.1% | -20.2% |
| 5Y | -13.6% | +42.6% | -56.2% | -20.3% |
| All | -13.6% | +42.3% | -55.9% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling