-13.4%
KHC vs EWT
+152.9%
-166.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.8% | +2.1% | -6.9% | -4.8% |
| 30D | +0.3% | +9.4% | -9.1% | +0.2% |
| 3M | +6.7% | +10.9% | -4.2% | +6.5% |
| 6M | +4.2% | +57.9% | -53.8% | +1.5% |
| YTD | +6.7% | +75.9% | -69.2% | +3.2% |
| 1Y | -1.4% | +89.7% | -91.1% | -5.3% |
| 3Y | -11.8% | +200.9% | -212.6% | -18.9% |
| 5Y | -13.4% | +154.5% | -167.9% | -19.7% |
| All | -13.4% | +152.9% | -166.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling