+108.9%
WFC vs KHC
-42.9%
+151.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -4.6% | +3.3% | +0.3% |
| 30D | +3.6% | +8.1% | -4.5% | +0.7% |
| 3M | -1.3% | 0.0% | -1.3% | -1.6% |
| 6M | +18.0% | +7.9% | +10.0% | +13.8% |
| YTD | -5.9% | +5.3% | -11.1% | -9.0% |
| 1Y | +1.8% | +5.1% | -3.3% | -1.6% |
| 3Y | +125.0% | -12.8% | +137.8% | +128.2% |
| 5Y | +92.0% | -16.2% | +108.2% | +94.0% |
| 10Y | +117.9% | -52.3% | +170.2% | +118.3% |
| All | +108.9% | -42.9% | +151.8% | +88.9% |
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