-44.0%
KHC vs WST
+655.2%
-699.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -3.3% | +4.9% | -8.2% | -3.9% |
| 30D | +9.1% | +10.7% | -1.5% | +7.7% |
| 3M | +1.4% | +16.8% | -15.4% | -0.6% |
| 6M | +8.4% | +32.0% | -23.6% | +4.5% |
| YTD | +6.2% | +49.9% | -43.8% | +0.5% |
| 1Y | +5.7% | +50.6% | -45.0% | -0.1% |
| 3Y | -12.0% | +21.4% | -33.5% | -17.8% |
| 5Y | -15.3% | -0.6% | -14.8% | -18.9% |
| 10Y | -51.8% | +449.4% | -501.3% | -73.7% |
| All | -44.0% | +655.2% | -699.1% | -73.8% |
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