-54.3%
KHC vs EMR
+266.1%
-320.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | +0.3% | -5.0% | +5.2% | +1.4% |
| 3M | +6.7% | +5.9% | +0.8% | +4.7% |
| 6M | +4.2% | +7.3% | -3.2% | +1.5% |
| YTD | +6.7% | +14.6% | -7.8% | +1.7% |
| 1Y | -1.4% | +15.6% | -17.0% | -6.7% |
| 3Y | -11.8% | +60.2% | -71.9% | -25.8% |
| 5Y | -13.4% | +65.8% | -79.2% | -29.2% |
| 10Y | -54.3% | +277.4% | -331.7% | -70.9% |
| All | -54.3% | +266.1% | -320.4% | -70.9% |
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