-10.3%
KHC vs EMR
+60.6%
-70.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.8% | -1.5% | -0.2% | -1.6% |
| 30D | -1.9% | -5.6% | +3.7% | -1.3% |
| 3M | +14.4% | +7.9% | +6.5% | +13.2% |
| 6M | +8.7% | +6.0% | +2.7% | +7.7% |
| YTD | +7.8% | +16.4% | -8.7% | +5.3% |
| 1Y | -1.5% | +16.6% | -18.1% | -4.0% |
| 3Y | -9.9% | +62.9% | -72.7% | -17.5% |
| All | -10.3% | +60.6% | -70.9% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling