-43.1%
KHC vs EME
+1,579.6%
-1,622.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.8% | +1.9% | -3.7% | -2.0% |
| 30D | -1.9% | -8.3% | +6.4% | -1.0% |
| 3M | +14.4% | -10.7% | +25.1% | +15.4% |
| 6M | +8.7% | +1.9% | +6.8% | +7.2% |
| YTD | +7.8% | +23.5% | -15.7% | +2.9% |
| 1Y | -1.5% | +18.0% | -19.5% | -6.2% |
| 3Y | -9.9% | +236.1% | -246.0% | -33.9% |
| 5Y | -10.7% | +527.9% | -538.6% | -45.6% |
| 10Y | -55.7% | +1,252.8% | -1,308.5% | -80.0% |
| All | -43.1% | +1,579.6% | -1,622.7% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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