-12.5%
KHC vs EWZ
+47.9%
-60.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.1% |
| 7D | -2.2% | +5.6% | -7.8% | -3.0% |
| 30D | -0.1% | +9.3% | -9.3% | -1.3% |
| 3M | +8.3% | +15.7% | -7.4% | +5.9% |
| 6M | +5.0% | +7.4% | -2.5% | +3.7% |
| YTD | +8.0% | +22.7% | -14.7% | +3.9% |
| 1Y | -1.1% | +36.4% | -37.5% | -7.1% |
| All | -12.5% | +47.9% | -60.4% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling