-43.7%
KHC vs EMB
+44.0%
-87.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.1% | -0.1% | +1.2% | +1.2% |
| 30D | +12.0% | +1.3% | +10.7% | +11.0% |
| 3M | +0.2% | -2.2% | +2.4% | +1.8% |
| 6M | +10.3% | -2.3% | +12.7% | +12.2% |
| YTD | +6.7% | -0.6% | +7.4% | +7.1% |
| 1Y | +10.9% | +0.5% | +10.4% | +10.4% |
| 3Y | -12.6% | +29.4% | -42.1% | -27.2% |
| 5Y | -16.3% | +6.5% | -22.8% | -17.4% |
| 10Y | -53.2% | +29.8% | -83.0% | -62.0% |
| All | -43.7% | +44.0% | -87.7% | -60.6% |
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 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