+99.4%
WMT vs KHC
-12.1%
+111.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.2% | -4.8% | +4.5% | +0.3% |
| 30D | -5.8% | +0.3% | -6.1% | -5.9% |
| 3M | -10.8% | +6.7% | -17.5% | -11.4% |
| 6M | -14.3% | +4.2% | -18.5% | -14.8% |
| YTD | -4.4% | +6.7% | -11.1% | -5.2% |
| 1Y | +4.3% | -1.4% | +5.7% | +4.3% |
| All | +99.4% | -12.1% | +111.4% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling