-43.1%
KHC vs EWZ
+102.5%
-145.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.8% | +6.5% | -8.3% | -3.1% |
| 30D | -1.9% | +4.8% | -6.7% | -2.9% |
| 3M | +14.4% | +9.9% | +4.5% | +11.8% |
| 6M | +8.7% | +1.9% | +6.8% | +7.8% |
| YTD | +7.8% | +20.3% | -12.5% | +2.8% |
| 1Y | -1.5% | +35.6% | -37.1% | -8.8% |
| 3Y | -9.9% | +43.4% | -53.3% | -18.4% |
| 5Y | -10.7% | +55.9% | -66.7% | -22.8% |
| 10Y | -55.7% | +84.2% | -139.9% | -66.4% |
| All | -43.1% | +102.5% | -145.7% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling