-11.3%
KHC vs WETO
-99.4%
+88.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -7.9% | -0.8% |
| 7D | -2.5% | -19.9% | +17.4% | -2.7% |
| 30D | +0.5% | -42.7% | +43.2% | +1.6% |
| 3M | +3.0% | -97.7% | +100.8% | +4.0% |
| 6M | +6.6% | -94.4% | +101.1% | +8.1% |
| YTD | +5.8% | -97.0% | +102.8% | +7.4% |
| 1Y | -2.2% | -98.9% | +96.6% | 0.0% |
| All | -11.3% | -99.4% | +88.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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