-42.5%
KHC vs EWT
+431.3%
-473.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +2.0% | +9.1% | -7.1% | 0.0% |
| 30D | +10.6% | -12.2% | +22.8% | +13.4% |
| 3M | +0.5% | -9.4% | +9.9% | +2.0% |
| 6M | +12.1% | +2.7% | +9.4% | +8.6% |
| YTD | +8.9% | +53.3% | -44.4% | -7.3% |
| 1Y | +7.5% | +59.2% | -51.7% | -9.7% |
| 3Y | -10.7% | +157.1% | -167.8% | -38.5% |
| 5Y | -13.2% | +119.6% | -132.8% | -36.7% |
| 10Y | -50.6% | +446.9% | -497.5% | -78.1% |
| All | -42.5% | +431.3% | -473.8% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling