+549.5%
WMT vs KHC
-41.0%
+590.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.9% |
| 7D | +2.0% | +2.0% | 0.0% | +1.6% |
| 30D | +10.3% | +10.6% | -0.3% | +7.7% |
| 3M | +11.0% | +0.5% | +10.4% | +10.7% |
| 6M | -2.3% | +12.1% | -14.4% | -5.3% |
| YTD | +15.7% | +8.9% | +6.8% | +12.6% |
| 1Y | +26.0% | +7.5% | +18.5% | +22.9% |
| 3Y | +136.5% | -10.7% | +147.2% | +138.2% |
| 5Y | +176.8% | -13.2% | +190.0% | +179.4% |
| 10Y | +537.5% | -50.6% | +588.2% | +601.9% |
| All | +549.5% | -41.0% | +590.4% | +571.4% |
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