-43.1%
KHC vs WAT
+218.0%
-261.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -1.9% | +2.3% | -4.2% | -2.4% |
| 3M | +14.4% | +8.7% | +5.7% | +11.9% |
| 6M | +8.7% | +28.3% | -19.6% | +1.6% |
| YTD | +7.8% | +7.8% | 0.0% | +4.6% |
| 1Y | -1.5% | +36.6% | -38.1% | -10.4% |
| 3Y | -9.9% | +45.7% | -55.5% | -22.3% |
| 5Y | -10.7% | -3.3% | -7.4% | -14.2% |
| 10Y | -55.7% | +162.1% | -217.8% | -72.9% |
| All | -43.1% | +218.0% | -261.2% | -69.5% |
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 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