+5.1%
KHC vs WST
+49.4%
-44.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +1.1% | -5.7% | -4.7% |
| 30D | +8.1% | +12.4% | -4.3% | +6.9% |
| 3M | 0.0% | +17.6% | -17.5% | -1.6% |
| 6M | +7.9% | +28.3% | -20.3% | +5.4% |
| YTD | +5.3% | +50.5% | -45.2% | +1.2% |
| 1Y | +5.1% | +49.4% | -44.3% | +1.2% |
| All | +5.1% | +49.4% | -44.3% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling