-12.6%
KHC vs EMR
+85.7%
-98.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | +12.0% | +2.0% | +10.0% | +11.9% |
| 3M | +0.2% | +3.8% | -3.6% | 0.0% |
| 6M | +10.3% | +10.5% | -0.2% | +9.8% |
| YTD | +6.7% | +23.7% | -17.0% | +5.3% |
| 1Y | +10.9% | +25.4% | -14.6% | +9.2% |
| 3Y | -12.6% | +86.6% | -99.2% | -14.7% |
| All | -12.6% | +85.7% | -98.3% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling