-13.0%
KHC vs WST
+22.8%
-35.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -3.3% | +4.9% | -8.2% | -3.5% |
| 30D | +9.1% | +10.7% | -1.5% | +8.7% |
| 3M | +1.4% | +16.8% | -15.4% | +0.7% |
| 6M | +8.4% | +32.0% | -23.6% | +7.1% |
| YTD | +6.2% | +49.9% | -43.8% | +4.3% |
| 1Y | +5.7% | +50.6% | -45.0% | +3.8% |
| All | -13.0% | +22.8% | -35.8% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling