-44.0%
KHC vs AEIS
+749.7%
-793.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -3.3% | +23.2% | -26.5% | -5.0% |
| 30D | +9.1% | -17.0% | +26.1% | +10.4% |
| 3M | +1.4% | -32.2% | +33.5% | +4.2% |
| 6M | +8.4% | -32.6% | +40.9% | +10.2% |
| YTD | +6.2% | +9.4% | -3.2% | +0.4% |
| 1Y | +5.7% | +7.7% | -2.0% | 0.0% |
| 3Y | -12.0% | +157.9% | -170.0% | -28.7% |
| 5Y | -15.3% | +154.8% | -170.1% | -33.2% |
| 10Y | -51.8% | +355.2% | -407.1% | -70.8% |
| All | -44.0% | +749.7% | -793.6% | -72.3% |
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