-44.2%
KHC vs WYNN
+0.1%
-44.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -2.5% | -3.4% | +0.9% | -2.2% |
| 30D | +0.5% | -15.4% | +15.9% | +2.1% |
| 3M | +3.0% | -15.8% | +18.8% | +4.7% |
| 6M | +6.6% | -13.5% | +20.1% | +7.9% |
| YTD | +5.8% | -26.0% | +31.8% | +8.6% |
| 1Y | -2.2% | -27.4% | +25.2% | +0.3% |
| 3Y | -12.5% | -3.7% | -8.8% | -13.7% |
| 5Y | -13.6% | -9.8% | -3.8% | -16.0% |
| 10Y | -54.7% | +1.1% | -55.8% | -59.3% |
| All | -44.2% | +0.1% | -44.3% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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