+164.3%
EWY vs KHC
-3.0%
+167.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +3.8% |
| 7D | +4.8% | -3.3% | +8.1% | +3.7% |
| 30D | +11.7% | -3.4% | +15.1% | +10.3% |
| 3M | -7.4% | +12.6% | -20.0% | -6.0% |
| 6M | +40.6% | +7.0% | +33.6% | +43.1% |
| YTD | +94.3% | +6.1% | +88.2% | +98.3% |
| 1Y | +164.3% | -3.1% | +167.3% | +166.8% |
| All | +164.3% | -3.0% | +167.3% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1y: compounded portfolio wealth divided by compounded KHC 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…
1y analysis · Full analysis span regression · 6 months rolling