+12.0%
WBD vs KHC
-54.5%
+66.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -0.6% | -2.5% | +1.9% | +0.1% |
| 30D | +4.2% | +0.5% | +3.6% | +3.9% |
| 3M | +7.5% | +3.0% | +4.5% | +6.0% |
| 6M | +1.6% | +6.6% | -5.0% | -1.1% |
| YTD | -2.2% | +5.8% | -7.9% | -4.9% |
| 1Y | +124.9% | -2.2% | +127.1% | +123.3% |
| 3Y | +149.1% | -12.5% | +161.7% | +154.8% |
| 5Y | +7.8% | -13.6% | +21.4% | +9.6% |
| All | +12.0% | -54.5% | +66.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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