-56.0%
KHC vs EWZ
+96.6%
-152.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -2.5% | +1.1% | -3.6% | -2.8% |
| 30D | +0.5% | +13.5% | -13.0% | -2.3% |
| 3M | +3.0% | +15.2% | -12.2% | -0.3% |
| 6M | +6.6% | +3.7% | +2.9% | +5.4% |
| YTD | +5.8% | +22.5% | -16.7% | +0.4% |
| 1Y | -2.2% | +35.3% | -37.5% | -9.5% |
| 3Y | -12.5% | +50.2% | -62.7% | -21.8% |
| 5Y | -13.6% | +64.6% | -78.2% | -26.4% |
| All | -56.0% | +96.6% | -152.7% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling