-10.1%
KHC vs WAB
+162.1%
-172.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.8% | -3.2% | +1.4% | -1.5% |
| 30D | -1.9% | -4.4% | +2.6% | -1.5% |
| 3M | +14.4% | +7.9% | +6.5% | +13.2% |
| 6M | +8.7% | +8.7% | 0.0% | +7.3% |
| YTD | +7.8% | +33.0% | -25.2% | +3.0% |
| 1Y | -1.5% | +46.7% | -48.2% | -7.7% |
| All | -10.1% | +162.1% | -172.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling