+100.8%
EEM vs KHC
-41.0%
+141.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -0.9% |
| 7D | +2.7% | +2.0% | +0.6% | +2.2% |
| 30D | -5.4% | +10.6% | -16.0% | -7.5% |
| 3M | -8.6% | +0.5% | -9.2% | -9.0% |
| 6M | -8.9% | +12.1% | -20.9% | -12.0% |
| YTD | +11.9% | +8.9% | +3.0% | +8.5% |
| 1Y | +13.1% | +7.5% | +5.6% | +9.9% |
| 3Y | +70.7% | -10.7% | +81.4% | +71.1% |
| 5Y | +31.8% | -13.2% | +44.9% | +30.9% |
| 10Y | +119.5% | -50.6% | +170.1% | +138.4% |
| All | +100.8% | -41.0% | +141.7% | +98.0% |
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