-54.3%
KHC vs WWD
+479.8%
-534.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | +0.3% | -5.1% | +5.4% | +1.0% |
| 3M | +6.7% | -11.2% | +18.0% | +8.3% |
| 6M | +4.2% | -12.0% | +16.2% | +5.4% |
| YTD | +6.7% | +12.0% | -5.2% | +3.2% |
| 1Y | -1.4% | +42.8% | -44.2% | -9.1% |
| 3Y | -11.8% | +168.9% | -180.7% | -29.6% |
| 5Y | -13.4% | +192.2% | -205.6% | -33.5% |
| 10Y | -54.3% | +495.3% | -549.5% | -69.6% |
| All | -54.3% | +479.8% | -534.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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