+334.3%
EWY vs KHC
-41.4%
+375.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +8.0% | -2.2% | +10.2% | +8.5% |
| 30D | +14.3% | -0.1% | +14.4% | +14.2% |
| 3M | +2.3% | +8.3% | -6.0% | -0.7% |
| 6M | +49.9% | +5.0% | +44.9% | +46.4% |
| YTD | +95.3% | +8.0% | +87.3% | +89.0% |
| 1Y | +161.7% | -1.1% | +162.8% | +158.5% |
| 3Y | +230.2% | -10.7% | +240.9% | +230.1% |
| 5Y | +148.1% | -13.5% | +161.7% | +146.9% |
| 10Y | +293.2% | -55.4% | +348.6% | +335.4% |
| All | +334.3% | -41.4% | +375.7% | +324.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling