-43.1%
KHC vs EWT
+512.0%
-555.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.1% |
| 7D | -1.8% | +4.0% | -5.7% | -2.7% |
| 30D | -1.9% | +10.3% | -12.2% | -4.3% |
| 3M | +14.4% | +6.1% | +8.3% | +11.7% |
| 6M | +8.7% | +56.6% | -47.9% | -6.2% |
| YTD | +7.8% | +76.6% | -68.8% | -10.6% |
| 1Y | -1.5% | +97.9% | -99.4% | -21.6% |
| 3Y | -9.9% | +198.0% | -207.8% | -39.7% |
| 5Y | -10.7% | +151.8% | -162.5% | -36.6% |
| 10Y | -55.7% | +514.1% | -569.8% | -80.6% |
| All | -43.1% | +512.0% | -555.1% | -75.7% |
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 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