-49.9%
KHC vs EMB
+36.5%
-86.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +2.0% | -0.9% | +2.9% | +2.6% |
| 30D | +10.6% | +0.4% | +10.3% | +10.4% |
| 3M | +0.5% | -3.1% | +3.6% | +2.6% |
| 6M | +12.1% | -2.1% | +14.1% | +13.6% |
| YTD | +8.9% | -1.1% | +10.0% | +9.6% |
| 1Y | +7.5% | -0.1% | +7.5% | +7.4% |
| 3Y | -10.7% | +29.6% | -40.3% | -24.7% |
| 5Y | -13.2% | +7.2% | -20.4% | -14.5% |
| All | -49.9% | +36.5% | -86.4% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling