-49.9%
KHC vs WAT
+222.4%
-272.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.0% | +0.6% | +1.5% | +1.9% |
| 30D | +10.6% | +5.4% | +5.2% | +9.2% |
| 3M | +0.5% | +11.3% | -10.8% | -2.0% |
| 6M | +12.1% | +37.4% | -25.4% | +3.9% |
| YTD | +8.9% | +21.2% | -12.3% | +3.0% |
| 1Y | +7.5% | +21.3% | -13.9% | +1.5% |
| 3Y | -10.7% | +83.4% | -94.1% | -26.6% |
| 5Y | -13.2% | +29.0% | -42.1% | -23.1% |
| All | -49.9% | +222.4% | -272.4% | -67.5% |
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