-44.1%
KHC vs WING
+787.9%
-832.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.4% | -9.2% | -1.4% |
| 7D | -2.0% | +8.6% | -10.6% | -2.7% |
| 30D | +9.7% | +44.8% | -35.1% | +6.5% |
| 3M | -2.0% | +51.9% | -54.0% | -5.4% |
| 6M | +5.4% | +37.2% | -31.8% | +2.4% |
| YTD | +5.9% | -25.3% | +31.2% | +6.7% |
| 1Y | +7.5% | -25.1% | +32.6% | +8.2% |
| 3Y | -12.4% | -12.9% | +0.5% | -15.3% |
| 5Y | -15.8% | +12.0% | -27.9% | -22.1% |
| 10Y | -54.1% | +716.5% | -770.6% | -70.6% |
| All | -44.1% | +787.9% | -832.1% | -65.3% |
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