-44.1%
KHC vs WAT
+270.3%
-314.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -1.7% |
| 7D | -2.0% | +6.0% | -8.1% | -3.4% |
| 30D | +9.7% | +9.9% | -0.2% | +7.1% |
| 3M | -2.0% | +17.2% | -19.2% | -5.8% |
| 6M | +5.4% | +34.2% | -28.8% | -2.1% |
| YTD | +5.9% | +25.5% | -19.6% | -1.0% |
| 1Y | +7.5% | +28.3% | -20.8% | -0.2% |
| 3Y | -12.4% | +88.4% | -100.8% | -29.3% |
| 5Y | -15.8% | +36.1% | -52.0% | -27.3% |
| 10Y | -54.1% | +234.8% | -288.9% | -73.8% |
| All | -44.1% | +270.3% | -314.5% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling