-54.1%
KHC vs EMB
+30.9%
-85.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | -2.0% | +0.8% | -2.9% | -2.6% |
| 30D | +9.7% | +1.5% | +8.2% | +8.6% |
| 3M | -2.0% | -1.9% | -0.1% | -0.7% |
| 6M | +5.4% | -1.6% | +7.0% | +6.6% |
| YTD | +5.9% | 0.0% | +5.9% | +5.8% |
| 1Y | +7.5% | +1.1% | +6.4% | +6.6% |
| 3Y | -12.4% | +30.9% | -43.3% | -26.8% |
| 5Y | -15.8% | +7.1% | -22.9% | -16.9% |
| 10Y | -54.1% | +31.1% | -85.2% | -61.6% |
| All | -54.1% | +30.9% | -85.0% | -61.6% |
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