-13.4%
KHC vs EWZ
+63.8%
-77.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +0.3% | +8.2% | -7.9% | -0.6% |
| 3M | +6.7% | +13.3% | -6.6% | +5.1% |
| 6M | +4.2% | +3.6% | +0.6% | +3.6% |
| YTD | +6.7% | +21.0% | -14.2% | +3.9% |
| 1Y | -1.4% | +34.7% | -36.1% | -5.5% |
| 3Y | -11.8% | +48.3% | -60.0% | -17.1% |
| 5Y | -13.4% | +60.1% | -73.4% | -20.7% |
| All | -13.4% | +63.8% | -77.2% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling