-55.4%
KHC vs EMB
+29.2%
-84.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | -0.1% | -0.5% | +0.4% | +0.2% |
| 3M | +8.3% | +0.3% | +8.0% | +8.1% |
| 6M | +5.0% | +1.2% | +3.8% | +4.1% |
| YTD | +8.0% | +1.5% | +6.5% | +6.9% |
| 1Y | -1.1% | +4.8% | -5.9% | -4.2% |
| 3Y | -10.7% | +30.4% | -41.1% | -25.4% |
| 5Y | -13.5% | +7.3% | -20.8% | -14.5% |
| 10Y | -55.4% | +29.7% | -85.1% | -62.3% |
| All | -55.4% | +29.2% | -84.6% | -62.3% |
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