-10.7%
KHC vs EWT
+199.6%
-210.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | -2.2% | +1.6% | -3.9% | -2.2% |
| 30D | -0.1% | +8.2% | -8.3% | +0.1% |
| 3M | +8.3% | +11.1% | -2.7% | +8.4% |
| 6M | +5.0% | +60.4% | -55.5% | +2.6% |
| YTD | +8.0% | +75.6% | -67.6% | +5.0% |
| 1Y | -1.1% | +91.3% | -92.4% | -4.5% |
| 3Y | -10.7% | +200.3% | -211.0% | -18.0% |
| All | -10.7% | +199.6% | -210.3% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling