-43.1%
KHC vs WCN
+471.7%
-514.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.8% | -0.6% | -1.1% | -1.5% |
| 30D | -1.9% | +0.4% | -2.3% | -2.1% |
| 3M | +14.4% | +7.3% | +7.1% | +10.9% |
| 6M | +8.7% | -2.5% | +11.2% | +9.5% |
| YTD | +7.8% | -5.4% | +13.2% | +9.6% |
| 1Y | -1.5% | -8.5% | +6.9% | +1.5% |
| 3Y | -9.9% | +20.8% | -30.7% | -19.2% |
| 5Y | -10.7% | +30.0% | -40.7% | -24.2% |
| 10Y | -55.7% | +238.4% | -294.1% | -76.7% |
| All | -43.1% | +471.7% | -514.8% | -77.1% |
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