+466.9%
WDC vs KHC
-43.0%
+509.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -16.7% | -1.1% | -15.6% | -16.6% |
| 30D | -27.2% | +8.8% | -36.1% | -28.8% |
| 3M | -34.0% | -1.2% | -32.8% | -34.3% |
| 6M | -39.7% | +4.6% | -44.4% | -41.5% |
| YTD | +68.1% | +5.1% | +62.9% | +61.3% |
| 1Y | +66.3% | +6.2% | +60.1% | +58.9% |
| 3Y | +754.4% | -12.9% | +767.3% | +743.2% |
| 5Y | +595.8% | -16.8% | +612.6% | +584.3% |
| 10Y | +660.4% | -52.4% | +712.8% | +710.5% |
| All | +466.9% | -43.0% | +509.9% | +442.0% |
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 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