-56.0%
KHC vs EWT
+512.3%
-568.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -2.5% | -1.1% | -1.4% | -2.3% |
| 30D | +0.5% | +4.8% | -4.3% | -0.6% |
| 3M | +3.0% | +11.1% | -8.1% | -0.4% |
| 6M | +6.6% | +54.6% | -48.0% | -6.7% |
| YTD | +5.8% | +71.4% | -65.7% | -10.5% |
| 1Y | -2.2% | +82.1% | -84.3% | -19.0% |
| 3Y | -12.5% | +193.2% | -205.8% | -40.1% |
| 5Y | -13.6% | +146.1% | -159.7% | -36.8% |
| All | -56.0% | +512.3% | -568.3% | -80.4% |
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