+1,309.1%
WDC vs KHC
-55.4%
+1,364.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +7.5% | -4.8% | +12.3% | +8.5% |
| 30D | +10.1% | +0.3% | +9.8% | +9.8% |
| 3M | -6.8% | +6.7% | -13.5% | -9.2% |
| 6M | +84.1% | +4.2% | +80.0% | +79.9% |
| YTD | +180.3% | +6.7% | +173.5% | +170.4% |
| 1Y | +411.1% | -1.4% | +412.5% | +402.4% |
| 3Y | +1,375.0% | -11.8% | +1,386.8% | +1,359.0% |
| 5Y | +991.6% | -13.4% | +1,004.9% | +967.4% |
| 10Y | +1,309.1% | -54.3% | +1,363.4% | +1,303.9% |
| All | +1,309.1% | -55.4% | +1,364.5% | +1,303.9% |
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