-52.4%
KHC vs EMR
+294.2%
-346.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +8.8% | +3.5% | +5.3% | +7.8% |
| 3M | -1.2% | +5.9% | -7.1% | -2.9% |
| 6M | +4.6% | +19.4% | -14.8% | -0.6% |
| YTD | +5.1% | +27.7% | -22.5% | -2.7% |
| 1Y | +6.2% | +30.9% | -24.7% | -2.5% |
| 3Y | -12.9% | +104.2% | -117.1% | -31.9% |
| 5Y | -16.8% | +89.6% | -106.4% | -34.5% |
| 10Y | -52.4% | +280.0% | -332.5% | -69.9% |
| All | -52.4% | +294.2% | -346.7% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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