-10.3%
KHC vs WAT
-3.2%
-7.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +14.4% | +8.7% | +5.7% | +13.3% |
| 6M | +8.7% | +28.3% | -19.6% | +5.5% |
| YTD | +7.8% | +7.8% | 0.0% | +6.4% |
| 1Y | -1.5% | +36.6% | -38.1% | -5.8% |
| 3Y | -9.9% | +45.7% | -55.5% | -14.6% |
| All | -10.3% | -3.2% | -7.1% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling