-43.1%
KHC vs AEIS
+943.2%
-986.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -1.8% | +3.0% | -4.7% | -2.1% |
| 30D | -1.9% | -14.6% | +12.8% | -0.6% |
| 3M | +14.4% | -12.4% | +26.8% | +14.4% |
| 6M | +8.7% | -15.0% | +23.7% | +8.4% |
| YTD | +7.8% | +34.3% | -26.5% | +0.8% |
| 1Y | -1.5% | +87.4% | -88.9% | -12.5% |
| 3Y | -9.9% | +139.8% | -149.6% | -24.6% |
| 5Y | -10.7% | +220.7% | -231.5% | -30.9% |
| 10Y | -55.7% | +531.6% | -587.3% | -74.3% |
| All | -43.1% | +943.2% | -986.4% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling