-49.9%
KHC vs WAB
+266.7%
-316.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +2.0% | +5.1% | -3.0% | +1.0% |
| 30D | +10.6% | +4.0% | +6.6% | +9.6% |
| 3M | +0.5% | +0.1% | +0.4% | +0.2% |
| 6M | +12.1% | +12.8% | -0.7% | +8.7% |
| YTD | +8.9% | +40.1% | -31.2% | +0.6% |
| 1Y | +7.5% | +46.4% | -38.9% | -1.7% |
| 3Y | -10.7% | +167.4% | -178.1% | -29.5% |
| 5Y | -13.2% | +215.0% | -228.2% | -34.8% |
| All | -49.9% | +266.7% | -316.6% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling