-10.7%
KHC vs EWJ
+66.4%
-77.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +2.0% | +4.0% | -1.9% | +1.8% |
| 30D | +10.6% | -4.3% | +14.9% | +10.8% |
| 3M | +0.5% | -6.8% | +7.3% | +0.9% |
| 6M | +12.1% | -0.9% | +12.9% | +11.7% |
| YTD | +8.9% | +14.3% | -5.4% | +6.1% |
| 1Y | +7.5% | +15.3% | -7.8% | +4.5% |
| 3Y | -10.7% | +65.6% | -76.3% | -20.2% |
| All | -10.7% | +66.4% | -77.2% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling