-10.3%
KHC vs WST
-25.7%
+15.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | -1.9% | -3.1% | +1.3% | -1.8% |
| 3M | +14.4% | +7.2% | +7.2% | +14.1% |
| 6M | +8.7% | +36.8% | -28.1% | +7.4% |
| YTD | +7.8% | +23.8% | -16.1% | +6.8% |
| 1Y | -1.5% | +37.8% | -39.3% | -2.8% |
| 3Y | -9.9% | -15.9% | +6.0% | -11.3% |
| All | -10.3% | -25.7% | +15.4% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling