-51.6%
KHC vs EWT
+464.8%
-516.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -1.0% |
| 7D | -4.6% | +3.2% | -7.8% | -5.4% |
| 30D | +8.1% | -12.3% | +20.4% | +10.6% |
| 3M | 0.0% | -3.6% | +3.6% | +0.1% |
| 6M | +7.9% | +3.1% | +4.8% | +5.0% |
| YTD | +5.3% | +57.7% | -52.4% | -9.6% |
| 1Y | +5.1% | +60.3% | -55.1% | -10.3% |
| 3Y | -12.8% | +163.4% | -176.2% | -38.6% |
| 5Y | -16.2% | +127.4% | -143.7% | -37.7% |
| All | -51.6% | +464.8% | -516.4% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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