+126.4%
EEM vs KHC
-41.6%
+168.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +2.3% | -1.8% | +4.1% | +2.7% |
| 30D | +4.5% | -1.9% | +6.4% | +4.9% |
| 3M | -0.1% | +14.4% | -14.5% | -3.7% |
| 6M | +16.9% | +8.7% | +8.2% | +13.8% |
| YTD | +26.2% | +7.8% | +18.4% | +22.9% |
| 1Y | +40.5% | -1.5% | +42.0% | +39.5% |
| 3Y | +86.2% | -9.9% | +96.0% | +86.3% |
| 5Y | +45.5% | -10.7% | +56.2% | +43.4% |
| 10Y | +128.6% | -55.7% | +184.3% | +162.2% |
| All | +126.4% | -41.6% | +168.0% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling