-44.0%
KHC vs WCN
+573.7%
-617.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -3.3% | +1.2% | -4.5% | -3.8% |
| 30D | +9.1% | +26.4% | -17.3% | -1.2% |
| 3M | +1.4% | +17.5% | -16.1% | -5.4% |
| 6M | +8.4% | +28.7% | -20.4% | -2.9% |
| YTD | +6.2% | +11.5% | -5.4% | +0.6% |
| 1Y | +5.7% | +15.9% | -10.2% | -1.6% |
| 3Y | -12.0% | +51.6% | -63.6% | -28.5% |
| 5Y | -15.3% | +47.9% | -63.3% | -31.6% |
| 10Y | -51.8% | +322.5% | -374.3% | -77.0% |
| All | -44.0% | +573.7% | -617.7% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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