+73.8%
EEM vs KHC
-12.8%
+86.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +0.7% | -4.6% | +5.3% | +0.6% |
| 30D | -6.2% | +8.1% | -14.3% | -6.2% |
| 3M | -5.2% | 0.0% | -5.2% | -5.1% |
| 6M | -8.1% | +7.9% | -16.1% | -8.7% |
| YTD | +14.0% | +5.3% | +8.7% | +13.5% |
| 1Y | +13.8% | +5.1% | +8.7% | +13.3% |
| All | +73.8% | -12.8% | +86.6% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling