-42.5%
KHC vs EWZ
+72.4%
-114.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.3% |
| 7D | +2.0% | +0.8% | +1.3% | +1.9% |
| 30D | +10.6% | -24.4% | +35.0% | +16.5% |
| 3M | +0.5% | -4.6% | +5.1% | +0.3% |
| 6M | +12.1% | -11.6% | +23.6% | +13.5% |
| YTD | +8.9% | +2.4% | +6.5% | +6.3% |
| 1Y | +7.5% | +2.1% | +5.4% | +4.8% |
| 3Y | -10.7% | +18.7% | -29.4% | -16.7% |
| 5Y | -13.2% | +54.2% | -67.3% | -25.7% |
| 10Y | -50.6% | +65.9% | -116.5% | -62.1% |
| All | -42.5% | +72.4% | -114.9% | -55.7% |
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 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