-54.3%
KHC vs WAT
+156.2%
-210.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | +0.3% | -1.7% | +2.0% | +0.6% |
| 3M | +6.7% | +9.1% | -2.4% | +4.5% |
| 6M | +4.2% | +32.4% | -28.3% | -2.8% |
| YTD | +6.7% | +6.6% | +0.2% | +4.0% |
| 1Y | -1.4% | +34.7% | -36.1% | -9.5% |
| 3Y | -11.8% | +53.6% | -65.3% | -24.2% |
| 5Y | -13.4% | -4.1% | -9.3% | -16.1% |
| 10Y | -54.3% | +167.9% | -222.1% | -70.3% |
| All | -54.3% | +156.2% | -210.5% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WAT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling