-55.6%
KHC vs EWJ
+144.4%
-200.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | 0.0% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | +1.9% | +0.8% | +1.1% | +1.5% |
| 3M | +3.2% | +7.5% | -4.3% | -0.4% |
| 6M | +10.0% | +15.6% | -5.6% | +2.4% |
| YTD | +6.7% | +22.7% | -16.0% | -3.7% |
| 1Y | -0.9% | +26.4% | -27.3% | -12.0% |
| 3Y | -13.6% | +72.5% | -86.1% | -36.1% |
| 5Y | -12.8% | +52.4% | -65.3% | -30.1% |
| All | -55.6% | +144.4% | -200.1% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling