+35.5%
EEM vs KHC
-1.2%
+36.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.7% |
| 7D | +2.0% | -4.8% | +6.8% | +1.3% |
| 30D | +5.1% | +0.3% | +4.8% | +5.2% |
| 3M | +4.6% | +6.7% | -2.1% | +5.2% |
| 6M | +17.8% | +4.2% | +13.6% | +18.4% |
| YTD | +25.8% | +6.7% | +19.1% | +26.9% |
| All | +35.5% | -1.2% | +36.7% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling