+4.2%
WBD vs KHC
-14.2%
+18.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -1.7% | -4.8% | +3.1% | -0.4% |
| 30D | +3.9% | +0.3% | +3.6% | +3.7% |
| 3M | +5.1% | +6.7% | -1.6% | +2.5% |
| 6M | +0.6% | +4.2% | -3.6% | -1.4% |
| YTD | -3.2% | +6.7% | -9.9% | -6.2% |
| 1Y | +127.7% | -1.4% | +129.1% | +126.3% |
| 3Y | +146.6% | -11.8% | +158.3% | +153.0% |
| 5Y | +4.2% | -13.4% | +17.5% | +4.5% |
| All | +4.2% | -14.2% | +18.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling