-13.4%
KHC vs EWJ
+50.3%
-63.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -4.8% | +1.0% | -5.8% | -4.9% |
| 30D | +0.3% | +1.0% | -0.7% | +0.2% |
| 3M | +6.7% | +7.2% | -0.5% | +5.5% |
| 6M | +4.2% | +13.9% | -9.7% | +1.8% |
| YTD | +6.7% | +20.8% | -14.1% | +3.2% |
| 1Y | -1.4% | +26.4% | -27.8% | -5.6% |
| 3Y | -11.8% | +71.8% | -83.5% | -21.1% |
| 5Y | -13.4% | +49.9% | -63.2% | -20.1% |
| All | -13.4% | +50.3% | -63.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling