+153.3%
EWY vs KHC
-14.2%
+167.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.5% |
| 7D | +6.7% | -4.8% | +11.4% | +6.8% |
| 30D | +17.0% | +0.3% | +16.7% | +16.9% |
| 3M | +3.7% | +6.7% | -3.1% | +2.6% |
| 6M | +42.5% | +4.2% | +38.3% | +41.5% |
| YTD | +96.2% | +6.7% | +89.5% | +94.2% |
| 1Y | +160.4% | -1.4% | +161.8% | +160.2% |
| 3Y | +231.7% | -11.8% | +243.4% | +233.0% |
| 5Y | +153.3% | -13.4% | +166.6% | +156.9% |
| All | +153.3% | -14.2% | +167.5% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling