-43.1%
KHC vs WY
+12.9%
-56.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.8% | -1.7% | 0.0% | -1.2% |
| 30D | -1.9% | -10.1% | +8.2% | +1.7% |
| 3M | +14.4% | -5.1% | +19.5% | +16.1% |
| 6M | +8.7% | -4.8% | +13.5% | +10.0% |
| YTD | +7.8% | -0.2% | +8.0% | +7.1% |
| 1Y | -1.5% | -6.6% | +5.1% | -0.2% |
| 3Y | -9.9% | -22.7% | +12.9% | -4.1% |
| 5Y | -10.7% | -22.2% | +11.5% | -7.7% |
| 10Y | -55.7% | +7.3% | -63.0% | -63.5% |
| All | -43.1% | +12.9% | -56.1% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling