-6.5%
WBD vs KHC
-48.6%
+42.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | -57.0% | +74.1% | +7.7% |
| 7D | +17.1% | -57.0% | +74.1% | +7.7% |
| 30D | +17.1% | -57.0% | +74.1% | +7.7% |
| 3M | +17.1% | -57.0% | +74.1% | +7.7% |
| 6M | +17.1% | -57.0% | +74.1% | +7.7% |
| YTD | +17.1% | -57.0% | +74.1% | +7.7% |
| 1Y | +17.1% | -57.0% | +74.1% | +7.7% |
| 3Y | +17.1% | -57.0% | +74.1% | +7.7% |
| 5Y | +17.1% | -57.0% | +74.1% | +7.7% |
| 10Y | +11.8% | -60.1% | +71.8% | +6.0% |
| All | -6.5% | -48.6% | +42.2% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling