+84.8%
IEMG vs KHC
-12.1%
+96.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.5% |
| 7D | +1.6% | -4.8% | +6.4% | +1.7% |
| 30D | +4.6% | +0.3% | +4.3% | +4.6% |
| 3M | +4.8% | +6.7% | -1.9% | +4.2% |
| 6M | +16.8% | +4.2% | +12.7% | +16.4% |
| YTD | +24.8% | +6.7% | +18.1% | +24.0% |
| 1Y | +34.3% | -1.4% | +35.7% | +34.6% |
| All | +84.8% | -12.1% | +96.8% | +82.6% |
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