-42.5%
KHC vs AEE
+317.8%
-360.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +2.0% | +1.7% | +0.3% | +1.2% |
| 30D | +10.6% | +9.7% | +0.9% | +6.0% |
| 3M | +0.5% | +5.9% | -5.4% | -2.1% |
| 6M | +12.1% | +6.7% | +5.4% | +8.5% |
| YTD | +8.9% | +17.4% | -8.4% | +0.6% |
| 1Y | +7.5% | +12.7% | -5.2% | +1.1% |
| 3Y | -10.7% | +68.2% | -78.9% | -31.1% |
| 5Y | -13.2% | +57.3% | -70.5% | -31.6% |
| 10Y | -50.6% | +220.6% | -271.2% | -72.3% |
| All | -42.5% | +317.8% | -360.3% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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