-10.1%
KHC vs EMR
+63.5%
-73.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.8% | -1.5% | -0.2% | -1.7% |
| 30D | -1.9% | -5.6% | +3.7% | -1.6% |
| 3M | +14.4% | +7.9% | +6.5% | +13.8% |
| 6M | +8.7% | +6.0% | +2.7% | +8.2% |
| YTD | +7.8% | +16.4% | -8.7% | +6.5% |
| 1Y | -1.5% | +16.6% | -18.1% | -2.9% |
| All | -10.1% | +63.5% | -73.7% | -13.0% |
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