-54.3%
KHC vs WAB
+282.7%
-337.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | +0.3% | -4.6% | +4.9% | +1.1% |
| 3M | +6.7% | +5.6% | +1.1% | +5.2% |
| 6M | +4.2% | +13.8% | -9.6% | +0.9% |
| YTD | +6.7% | +31.9% | -25.1% | +0.1% |
| 1Y | -1.4% | +48.3% | -49.7% | -10.0% |
| 3Y | -11.8% | +167.1% | -178.9% | -29.9% |
| 5Y | -13.4% | +222.9% | -236.2% | -34.8% |
| 10Y | -54.3% | +289.9% | -344.2% | -69.5% |
| All | -54.3% | +282.7% | -337.0% | -69.5% |
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