+12.5%
KHC vs EMB
+0.7%
+11.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.7% | +3.2% |
| 7D | +6.6% | +0.7% | +5.9% | +6.2% |
| 30D | +16.5% | +2.3% | +14.2% | +15.3% |
| 3M | -3.0% | -2.5% | -0.5% | -2.6% |
| 6M | +17.4% | -1.1% | +18.5% | +17.7% |
| YTD | +10.3% | -0.6% | +10.9% | +12.1% |
| 1Y | +12.5% | +0.6% | +11.8% | +15.0% |
| All | +12.5% | +0.7% | +11.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling