+139.6%
IEMG vs KHC
-41.4%
+181.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.8% | -2.2% | +5.0% | +3.3% |
| 30D | +4.6% | -0.1% | +4.7% | +4.6% |
| 3M | +5.5% | +8.3% | -2.8% | +3.0% |
| 6M | +19.7% | +5.0% | +14.7% | +17.5% |
| YTD | +25.5% | +8.0% | +17.5% | +22.2% |
| 1Y | +35.5% | -1.1% | +36.6% | +34.5% |
| 3Y | +88.0% | -10.7% | +98.7% | +88.6% |
| 5Y | +50.6% | -13.5% | +64.1% | +50.0% |
| 10Y | +138.4% | -55.4% | +193.8% | +170.8% |
| All | +139.6% | -41.4% | +181.0% | +136.4% |
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 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