+443.3%
WMT vs KHC
-41.6%
+484.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +3.9% | -1.8% | +5.7% | +4.3% |
| 30D | -4.4% | -1.9% | -2.5% | -4.1% |
| 3M | -8.8% | +14.4% | -23.2% | -11.9% |
| 6M | -15.6% | +8.7% | -24.4% | -17.7% |
| YTD | -3.2% | +7.8% | -11.0% | -5.5% |
| 1Y | +7.0% | -1.5% | +8.6% | +6.6% |
| 3Y | +105.3% | -9.9% | +115.2% | +106.1% |
| 5Y | +129.3% | -10.7% | +140.0% | +129.7% |
| 10Y | +423.9% | -55.7% | +479.6% | +497.1% |
| All | +443.3% | -41.6% | +484.8% | +463.4% |
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