+331.9%
EWY vs KHC
-41.6%
+373.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.7% |
| 7D | +4.8% | -1.8% | +6.6% | +5.2% |
| 30D | +11.7% | -1.9% | +13.5% | +12.0% |
| 3M | -7.4% | +14.4% | -21.8% | -11.4% |
| 6M | +40.6% | +8.7% | +31.8% | +36.0% |
| YTD | +94.3% | +7.8% | +86.5% | +88.0% |
| 1Y | +164.3% | -1.5% | +165.8% | +161.3% |
| 3Y | +221.0% | -9.9% | +230.8% | +220.0% |
| 5Y | +139.1% | -10.7% | +149.9% | +135.4% |
| 10Y | +298.8% | -55.7% | +354.5% | +342.8% |
| All | +331.9% | -41.6% | +373.5% | +322.4% |
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