+137.8%
WFC vs KHC
-54.9%
+192.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.8% |
| 30D | +0.8% | -0.1% | +0.9% | +0.7% |
| 3M | +9.3% | +8.3% | +0.9% | +5.7% |
| 6M | +10.6% | +5.0% | +5.7% | +7.9% |
| YTD | -4.1% | +8.0% | -12.1% | -7.7% |
| 1Y | +13.6% | -1.1% | +14.7% | +12.5% |
| 3Y | +130.7% | -10.7% | +141.5% | +132.2% |
| 5Y | +126.7% | -13.5% | +140.2% | +126.8% |
| All | +137.8% | -54.9% | +192.7% | +108.0% |
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 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