-44.5%
KHC vs AEE
+312.4%
-356.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | +8.1% | +9.7% | -1.6% | +3.6% |
| 3M | 0.0% | +5.8% | -5.8% | -2.6% |
| 6M | +7.9% | +4.5% | +3.5% | +5.5% |
| YTD | +5.3% | +15.8% | -10.6% | -2.2% |
| 1Y | +5.1% | +10.8% | -5.6% | -0.3% |
| 3Y | -12.8% | +62.8% | -75.6% | -31.7% |
| 5Y | -16.2% | +56.1% | -72.3% | -33.8% |
| 10Y | -52.3% | +216.4% | -268.7% | -73.1% |
| All | -44.5% | +312.4% | -356.8% | -73.4% |
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