-15.8%
KHC vs AEIS
+144.8%
-160.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.3% | -12.1% | -0.3% |
| 7D | -2.0% | +1.0% | -3.0% | -1.9% |
| 30D | +9.7% | -24.0% | +33.7% | +9.1% |
| 3M | -2.0% | -32.5% | +30.5% | -2.6% |
| 6M | +5.4% | -38.6% | +44.0% | +4.9% |
| YTD | +5.9% | +4.8% | +1.1% | +4.3% |
| 1Y | +7.5% | +1.3% | +6.1% | +5.8% |
| 3Y | -12.4% | +159.2% | -171.6% | -16.5% |
| 5Y | -15.8% | +140.8% | -156.7% | -19.8% |
| All | -15.8% | +144.8% | -160.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling