-43.1%
KHC vs AEE
+284.9%
-328.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -1.9% | -2.3% | +0.4% | -0.9% |
| 3M | +14.4% | +0.2% | +14.2% | +14.0% |
| 6M | +8.7% | -4.7% | +13.5% | +10.8% |
| YTD | +7.8% | +8.1% | -0.3% | +3.4% |
| 1Y | -1.5% | +8.5% | -10.1% | -5.9% |
| 3Y | -9.9% | +48.9% | -58.7% | -26.6% |
| 5Y | -10.7% | +39.9% | -50.6% | -25.8% |
| 10Y | -55.7% | +186.5% | -242.2% | -73.8% |
| All | -43.1% | +284.9% | -328.0% | -71.9% |
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