-44.5%
KHC vs WWD
+568.0%
-612.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -4.6% | +3.7% | -8.3% | -5.2% |
| 30D | +8.1% | +1.8% | +6.3% | +7.5% |
| 3M | 0.0% | -5.0% | +5.0% | +0.5% |
| 6M | +7.9% | -8.4% | +16.3% | +8.6% |
| YTD | +5.3% | +12.3% | -7.0% | +1.2% |
| 1Y | +5.1% | +26.2% | -21.1% | -1.5% |
| 3Y | -12.8% | +154.6% | -167.4% | -30.8% |
| 5Y | -16.2% | +195.3% | -211.5% | -37.1% |
| 10Y | -52.3% | +466.3% | -518.5% | -71.9% |
| All | -44.5% | +568.0% | -612.5% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling