-44.1%
KHC vs WAB
+239.4%
-283.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.8% |
| 7D | -2.0% | +4.0% | -6.0% | -2.9% |
| 30D | +9.7% | +4.5% | +5.2% | +8.5% |
| 3M | -2.0% | +2.3% | -4.3% | -2.7% |
| 6M | +5.4% | +12.5% | -7.1% | +2.3% |
| YTD | +5.9% | +40.2% | -34.3% | -2.4% |
| 1Y | +7.5% | +45.2% | -37.7% | -1.8% |
| 3Y | -12.4% | +171.8% | -184.2% | -31.3% |
| 5Y | -15.8% | +217.6% | -233.4% | -37.1% |
| 10Y | -54.1% | +285.3% | -339.4% | -70.0% |
| All | -44.1% | +239.4% | -283.5% | -61.0% |
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 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