-43.7%
KHC vs EMR
+291.4%
-335.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | +1.1% | -1.6% | +2.7% | +1.5% |
| 30D | +12.0% | +2.0% | +10.0% | +11.3% |
| 3M | +0.2% | +3.8% | -3.6% | -1.1% |
| 6M | +10.3% | +10.5% | -0.2% | +6.7% |
| YTD | +6.7% | +23.7% | -17.0% | -0.7% |
| 1Y | +10.9% | +25.4% | -14.6% | +2.6% |
| 3Y | -12.6% | +86.6% | -99.2% | -30.3% |
| 5Y | -16.3% | +83.0% | -99.3% | -33.9% |
| 10Y | -53.2% | +319.5% | -372.7% | -74.0% |
| All | -43.7% | +291.4% | -335.1% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling