+992.2%
WDC vs KHC
-10.2%
+1,002.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +6.0% | -2.2% | +8.2% | +5.6% |
| 30D | +9.9% | -0.1% | +10.0% | +10.0% |
| 3M | -9.4% | +8.3% | -17.8% | -8.4% |
| 6M | +94.7% | +5.0% | +89.7% | +96.9% |
| YTD | +177.3% | +8.0% | +169.3% | +181.1% |
| 1Y | +412.4% | -1.1% | +413.5% | +422.7% |
| 3Y | +1,359.3% | -10.7% | +1,370.0% | +1,368.3% |
| 5Y | +992.2% | -13.5% | +1,005.7% | +989.0% |
| All | +992.2% | -10.2% | +1,002.4% | +989.0% |
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