-10.7%
KHC vs WWD
+164.2%
-174.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | -2.2% | +0.8% | -3.0% | -2.2% |
| 30D | -0.1% | -6.4% | +6.3% | 0.0% |
| 3M | +8.3% | -5.6% | +14.0% | +8.1% |
| 6M | +5.0% | -9.1% | +14.1% | +4.8% |
| YTD | +8.0% | +12.5% | -4.5% | +7.1% |
| 1Y | -1.1% | +41.3% | -42.4% | -2.9% |
| 3Y | -10.7% | +170.2% | -180.9% | -17.6% |
| All | -10.7% | +164.2% | -174.9% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling