-54.3%
KHC vs WST
+441.1%
-495.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.0% |
| 7D | +1.1% | -3.1% | +4.2% | +1.4% |
| 30D | +12.0% | +9.1% | +2.9% | +10.9% |
| 3M | +0.2% | +14.7% | -14.5% | -1.4% |
| 6M | +10.3% | +28.0% | -17.7% | +7.3% |
| YTD | +6.7% | +45.6% | -38.9% | +2.0% |
| 1Y | +10.9% | +45.7% | -34.8% | +5.9% |
| 3Y | -12.6% | +21.1% | -33.7% | -17.8% |
| 5Y | -16.3% | +0.3% | -16.6% | -19.8% |
| All | -54.3% | +441.1% | -495.4% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling