+117.8%
WFC vs KHC
-41.6%
+159.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.8% | -1.8% | +5.5% | +4.4% |
| 30D | +1.5% | -1.9% | +3.4% | +2.0% |
| 3M | +10.9% | +14.4% | -3.5% | +5.0% |
| 6M | +8.4% | +8.7% | -0.3% | +4.2% |
| YTD | -1.9% | +7.8% | -9.7% | -5.7% |
| 1Y | +12.3% | -1.5% | +13.9% | +11.3% |
| 3Y | +132.3% | -9.9% | +142.2% | +132.8% |
| 5Y | +130.1% | -10.7% | +140.8% | +126.7% |
| 10Y | +134.4% | -55.7% | +190.1% | +141.9% |
| All | +117.8% | -41.6% | +159.3% | +95.7% |
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