-43.7%
KHC vs WING
+719.2%
-762.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.7% |
| 7D | +1.1% | +9.0% | -7.9% | +0.4% |
| 30D | +12.0% | +39.9% | -28.0% | +9.1% |
| 3M | +0.2% | +40.4% | -40.2% | -2.7% |
| 6M | +10.3% | +12.9% | -2.5% | +8.7% |
| YTD | +6.7% | -31.1% | +37.8% | +8.3% |
| 1Y | +10.9% | -32.7% | +43.6% | +12.5% |
| 3Y | -12.6% | -19.8% | +7.2% | -15.0% |
| 5Y | -16.3% | +4.0% | -20.3% | -22.1% |
| 10Y | -53.2% | +684.4% | -737.7% | -70.1% |
| All | -43.7% | +719.2% | -762.9% | -64.8% |
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