+7.5%
KHC vs EMR
+29.1%
-21.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +2.0% | +2.8% | -0.8% | +2.2% |
| 30D | +10.6% | +3.7% | +7.0% | +10.8% |
| 3M | +0.5% | +2.0% | -1.5% | +0.7% |
| 6M | +12.1% | +22.1% | -10.1% | +12.3% |
| YTD | +8.9% | +27.2% | -18.3% | +10.8% |
| 1Y | +7.5% | +32.0% | -24.5% | +8.6% |
| All | +7.5% | +29.1% | -21.6% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling