-10.1%
KHC vs WAT
+50.1%
-60.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -1.9% | +2.3% | -4.2% | -2.2% |
| 3M | +14.4% | +8.7% | +5.7% | +13.2% |
| 6M | +8.7% | +28.3% | -19.6% | +5.1% |
| YTD | +7.8% | +7.8% | 0.0% | +6.3% |
| 1Y | -1.5% | +36.6% | -38.1% | -6.6% |
| All | -10.1% | +50.1% | -60.3% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling