+104.4%
WFC vs KHC
-42.1%
+146.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.5% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | +5.2% | +12.0% | -6.8% | +1.0% |
| 3M | -3.0% | +0.2% | -3.2% | -3.4% |
| 6M | +6.2% | +10.3% | -4.1% | +1.6% |
| YTD | -7.9% | +6.7% | -14.6% | -11.4% |
| 1Y | +0.3% | +10.9% | -10.6% | -4.9% |
| 3Y | +117.7% | -12.6% | +130.4% | +120.8% |
| 5Y | +88.4% | -16.3% | +104.6% | +90.6% |
| 10Y | +147.3% | -53.2% | +200.5% | +148.3% |
| All | +104.4% | -42.1% | +146.5% | +84.0% |
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