-14.6%
WBD vs KHC
-41.6%
+26.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.3% |
| 30D | +8.8% | -1.9% | +10.7% | +9.2% |
| 3M | +4.6% | +14.4% | -9.8% | -0.3% |
| 6M | +1.1% | +8.7% | -7.6% | -2.4% |
| YTD | -2.0% | +7.8% | -9.8% | -5.4% |
| 1Y | +140.0% | -1.5% | +141.5% | +137.7% |
| 3Y | +144.4% | -9.9% | +154.2% | +147.8% |
| 5Y | -0.2% | -10.7% | +10.5% | +0.2% |
| 10Y | +9.1% | -55.7% | +64.8% | +27.0% |
| All | -14.6% | -41.6% | +26.9% | -15.2% |
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