-53.7%
KHC vs WAT
+155.0%
-208.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -0.1% | -1.0% | +0.9% | +0.1% |
| 3M | +8.3% | +10.9% | -2.5% | +5.7% |
| 6M | +5.0% | +33.2% | -28.2% | -2.2% |
| YTD | +8.0% | +6.1% | +1.9% | +5.4% |
| 1Y | -1.1% | +30.2% | -31.3% | -8.4% |
| 3Y | -10.7% | +52.9% | -63.6% | -23.3% |
| 5Y | -13.5% | -5.1% | -8.4% | -15.9% |
| All | -53.7% | +155.0% | -208.8% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling