-44.0%
KHC vs WAB
+242.0%
-286.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -3.3% | +7.9% | -11.2% | -4.8% |
| 30D | +9.1% | +4.9% | +4.3% | +7.9% |
| 3M | +1.4% | +1.8% | -0.4% | +0.7% |
| 6M | +8.4% | +12.0% | -3.6% | +5.2% |
| YTD | +6.2% | +41.3% | -35.1% | -2.3% |
| 1Y | +5.7% | +43.8% | -38.2% | -3.2% |
| 3Y | -12.0% | +171.1% | -183.1% | -30.9% |
| 5Y | -15.3% | +217.7% | -233.1% | -36.8% |
| 10Y | -51.8% | +272.3% | -324.2% | -68.3% |
| All | -44.0% | +242.0% | -286.0% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling