-52.3%
KHC vs WU
-37.2%
-15.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.0% |
| 7D | -4.6% | +2.1% | -6.7% | -5.3% |
| 30D | +8.1% | +10.1% | -2.0% | +5.1% |
| 3M | 0.0% | -1.1% | +1.2% | +0.1% |
| 6M | +7.9% | -19.8% | +27.7% | +13.6% |
| YTD | +5.3% | -20.8% | +26.0% | +10.6% |
| 1Y | +5.1% | -15.1% | +20.2% | +8.0% |
| 3Y | -12.8% | -23.2% | +10.4% | -9.4% |
| 5Y | -16.2% | -42.6% | +26.4% | -6.5% |
| 10Y | -52.3% | -38.9% | -13.4% | -49.3% |
| All | -52.3% | -37.2% | -15.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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