+8.4%
KHC vs EWZ
-16.3%
+24.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.8% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +9.1% | -25.9% | +35.0% | +7.9% |
| 3M | +1.4% | -6.1% | +7.5% | +1.7% |
| 6M | +8.4% | -16.1% | +24.5% | +10.8% |
| All | +8.4% | -16.3% | +24.7% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling