+130.8%
WMT vs KHC
-14.2%
+145.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.2% | -4.8% | +4.5% | +0.7% |
| 30D | -5.8% | +0.3% | -6.1% | -6.0% |
| 3M | -10.8% | +6.7% | -17.5% | -12.1% |
| 6M | -14.3% | +4.2% | -18.5% | -15.3% |
| YTD | -4.4% | +6.7% | -11.1% | -6.1% |
| 1Y | +4.3% | -1.4% | +5.7% | +4.2% |
| 3Y | +100.1% | -11.8% | +111.8% | +101.2% |
| 5Y | +130.8% | -13.4% | +144.2% | +136.9% |
| All | +130.8% | -14.2% | +145.0% | +136.9% |
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 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