-56.0%
KHC vs WY
+7.2%
-63.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | 0.0% |
| 7D | -2.5% | -3.7% | +1.2% | -1.3% |
| 30D | +0.5% | -11.3% | +11.8% | +4.5% |
| 3M | +3.0% | -8.1% | +11.2% | +5.7% |
| 6M | +6.6% | -7.4% | +14.1% | +8.9% |
| YTD | +5.8% | -4.7% | +10.5% | +6.7% |
| 1Y | -2.2% | -9.2% | +7.0% | 0.0% |
| 3Y | -12.5% | -24.7% | +12.2% | -6.3% |
| 5Y | -13.6% | -21.6% | +8.0% | -11.1% |
| All | -56.0% | +7.2% | -63.2% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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