-43.0%
KHC vs WTW
+210.5%
-253.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.0% |
| 7D | -2.2% | -2.7% | +0.5% | -1.5% |
| 30D | -0.1% | -5.6% | +5.6% | +1.5% |
| 3M | +8.3% | +26.5% | -18.2% | +1.1% |
| 6M | +5.0% | +8.1% | -3.2% | +1.9% |
| YTD | +8.0% | -0.3% | +8.3% | +6.8% |
| 1Y | -1.1% | -0.9% | -0.2% | -2.1% |
| 3Y | -10.7% | +66.6% | -77.3% | -25.4% |
| 5Y | -13.5% | +54.0% | -67.5% | -27.4% |
| 10Y | -55.4% | +198.1% | -253.5% | -71.1% |
| All | -43.0% | +210.5% | -253.5% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling