+121.9%
EEM vs KHC
-51.7%
+173.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -1.6% |
| 7D | +5.3% | -3.3% | +8.6% | +5.9% |
| 30D | -7.0% | +9.1% | -16.1% | -8.6% |
| 3M | -8.0% | +1.4% | -9.4% | -8.5% |
| 6M | -6.6% | +8.4% | -15.0% | -8.8% |
| YTD | +12.3% | +6.2% | +6.2% | +9.8% |
| 1Y | +12.2% | +5.7% | +6.5% | +9.7% |
| 3Y | +71.2% | -12.0% | +83.3% | +72.1% |
| 5Y | +32.2% | -15.3% | +47.6% | +32.3% |
| All | +121.9% | -51.7% | +173.7% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling