-44.5%
KHC vs EMB
+44.2%
-88.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | -0.4% | -4.2% | -4.3% |
| 30D | +8.1% | +1.1% | +7.0% | +7.3% |
| 3M | 0.0% | -2.0% | +2.0% | +1.5% |
| 6M | +7.9% | -1.9% | +9.9% | +9.4% |
| YTD | +5.3% | -0.5% | +5.8% | +5.6% |
| 1Y | +5.1% | +0.1% | +5.0% | +5.0% |
| 3Y | -12.8% | +29.7% | -42.4% | -27.4% |
| 5Y | -16.2% | +8.1% | -24.3% | -18.5% |
| 10Y | -52.3% | +36.3% | -88.5% | -63.6% |
| All | -44.5% | +44.2% | -88.6% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling