+18.8%
KHC vs AAOX
-92.4%
+111.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.0% | +11.9% | +0.5% |
| 7D | -3.3% | +22.0% | -25.3% | -2.4% |
| 30D | +9.1% | -76.8% | +86.0% | +5.7% |
| 3M | +1.4% | -90.7% | +92.1% | -3.2% |
| 6M | +8.4% | -97.2% | +105.6% | +4.2% |
| All | +18.8% | -92.4% | +111.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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