-14.8%
KHC vs WAT
+32.4%
-47.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.9% |
| 7D | +1.1% | -1.1% | +2.2% | +1.2% |
| 30D | +12.0% | +5.0% | +7.0% | +11.3% |
| 3M | +0.2% | +14.5% | -14.3% | -1.4% |
| 6M | +10.3% | +30.9% | -20.6% | +6.8% |
| YTD | +6.7% | +20.5% | -13.7% | +3.9% |
| 1Y | +10.9% | +23.3% | -12.4% | +7.5% |
| 3Y | -12.6% | +81.5% | -94.1% | -19.6% |
| All | -14.8% | +32.4% | -47.2% | -20.8% |
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 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