-43.1%
KHC vs WST
+523.8%
-566.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -1.9% | -3.1% | +1.3% | -1.5% |
| 3M | +14.4% | +7.2% | +7.2% | +13.3% |
| 6M | +8.7% | +36.8% | -28.1% | +4.3% |
| YTD | +7.8% | +23.8% | -16.1% | +4.5% |
| 1Y | -1.5% | +37.8% | -39.3% | -6.0% |
| 3Y | -9.9% | -15.9% | +6.0% | -10.9% |
| 5Y | -10.7% | -25.8% | +15.1% | -10.0% |
| 10Y | -55.7% | +319.6% | -375.3% | -74.5% |
| All | -43.1% | +523.8% | -566.9% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling