-43.1%
KHC vs EMB
+47.2%
-90.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -1.9% | -0.3% | -1.6% | -1.7% |
| 3M | +14.4% | -0.4% | +14.8% | +14.7% |
| 6M | +8.7% | +0.1% | +8.6% | +8.6% |
| YTD | +7.8% | +1.6% | +6.2% | +6.5% |
| 1Y | -1.5% | +5.6% | -7.1% | -5.3% |
| 3Y | -9.9% | +29.8% | -39.7% | -25.1% |
| 5Y | -10.7% | +7.3% | -18.0% | -12.0% |
| 10Y | -55.7% | +30.4% | -86.1% | -63.8% |
| All | -43.1% | +47.2% | -90.3% | -60.8% |
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