-43.1%
KHC vs WING
+447.9%
-491.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.8% | -3.9% | +2.1% | -1.5% |
| 30D | -1.9% | -11.6% | +9.7% | -1.0% |
| 3M | +14.4% | -24.2% | +38.6% | +16.5% |
| 6M | +8.7% | -54.1% | +62.8% | +14.4% |
| YTD | +7.8% | -53.9% | +61.7% | +13.0% |
| 1Y | -1.5% | -64.4% | +62.8% | +4.9% |
| 3Y | -9.9% | -30.2% | +20.3% | -11.6% |
| 5Y | -10.7% | -34.1% | +23.4% | -13.8% |
| 10Y | -55.7% | +342.1% | -397.8% | -69.7% |
| All | -43.1% | +447.9% | -491.0% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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