-44.5%
KHC vs EWT
+416.5%
-461.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.1% | -3.7% | +2.5% | -0.6% |
| 30D | +8.8% | -17.2% | +26.0% | +13.1% |
| 3M | -1.2% | -7.3% | +6.1% | -0.3% |
| 6M | +4.6% | -1.5% | +6.1% | +2.4% |
| YTD | +5.1% | +49.0% | -43.9% | -9.9% |
| 1Y | +6.2% | +50.6% | -44.4% | -9.3% |
| 3Y | -12.9% | +148.9% | -161.8% | -39.5% |
| 5Y | -16.8% | +116.1% | -132.8% | -39.3% |
| 10Y | -52.4% | +427.8% | -480.3% | -78.7% |
| All | -44.5% | +416.5% | -461.1% | -75.5% |
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