-13.5%
KHC vs WAB
+231.1%
-244.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | +8.3% | +9.7% | -1.3% | +6.6% |
| 6M | +5.0% | +16.5% | -11.6% | +2.0% |
| YTD | +8.0% | +33.7% | -25.7% | +2.3% |
| 1Y | -1.1% | +49.7% | -50.8% | -8.4% |
| 3Y | -10.7% | +170.9% | -181.7% | -27.2% |
| 5Y | -13.5% | +228.0% | -241.6% | -33.0% |
| All | -13.5% | +231.1% | -244.6% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling