+91.0%
EEM vs KHC
-9.9%
+100.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.1% | -2.2% | +5.3% | +3.1% |
| 30D | +4.9% | -0.1% | +4.9% | +4.8% |
| 3M | +5.2% | +8.3% | -3.1% | +4.5% |
| 6M | +20.7% | +5.0% | +15.7% | +20.2% |
| YTD | +26.5% | +8.0% | +18.5% | +25.6% |
| 1Y | +37.8% | -1.1% | +38.9% | +38.3% |
| 3Y | +91.0% | -10.7% | +101.7% | +89.9% |
| All | +91.0% | -9.9% | +100.9% | +89.9% |
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