+38.3%
IEMG vs KHC
-3.0%
+41.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.4% |
| 7D | +2.2% | -3.3% | +5.5% | +1.8% |
| 30D | +4.6% | -3.4% | +8.0% | +4.1% |
| 3M | +0.4% | +12.6% | -12.2% | +0.9% |
| 6M | +16.4% | +7.0% | +9.3% | +17.0% |
| YTD | +25.4% | +6.1% | +19.4% | +26.3% |
| 1Y | +38.3% | -3.1% | +41.3% | +39.1% |
| All | +38.3% | -3.0% | +41.3% | +39.1% |
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