+226.5%
EWY vs KHC
-41.0%
+267.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.3% |
| 7D | +4.2% | +2.0% | +2.2% | +3.8% |
| 30D | -10.7% | +10.6% | -21.3% | -12.8% |
| 3M | -20.1% | +0.5% | -20.6% | -20.5% |
| 6M | -24.3% | +12.1% | -36.4% | -27.4% |
| YTD | +46.9% | +8.9% | +38.0% | +41.4% |
| 1Y | +55.2% | +7.5% | +47.7% | +49.8% |
| 3Y | +157.0% | -10.7% | +167.7% | +156.6% |
| 5Y | +98.9% | -13.2% | +112.0% | +97.3% |
| 10Y | +226.3% | -50.6% | +276.9% | +244.7% |
| All | +226.5% | -41.0% | +267.4% | +217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling