+126.7%
WFC vs KHC
-10.2%
+137.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.1% | -2.2% | +3.3% | +1.5% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | +9.3% | +8.3% | +0.9% | +7.3% |
| 6M | +10.6% | +5.0% | +5.7% | +9.2% |
| YTD | -4.1% | +8.0% | -12.1% | -6.0% |
| 1Y | +13.6% | -1.1% | +14.7% | +13.2% |
| 3Y | +130.7% | -10.7% | +141.5% | +131.4% |
| 5Y | +126.7% | -13.5% | +140.2% | +125.4% |
| All | +126.7% | -10.2% | +137.0% | +125.4% |
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