+140.8%
IEMG vs KHC
-54.1%
+194.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +1.9% | +1.9% | 0.0% | +1.5% |
| 3M | +1.4% | +3.2% | -1.8% | +0.3% |
| 6M | +15.2% | +10.0% | +5.2% | +12.2% |
| YTD | +23.8% | +6.7% | +17.1% | +21.1% |
| 1Y | +30.7% | -0.9% | +31.5% | +29.7% |
| 3Y | +83.3% | -13.6% | +96.8% | +85.2% |
| 5Y | +48.8% | -12.8% | +61.6% | +47.9% |
| All | +140.8% | -54.1% | +194.9% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling