-13.4%
KHC vs AEM
+296.4%
-309.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -4.8% | +3.0% | -7.8% | -4.9% |
| 30D | +0.3% | +12.5% | -12.2% | -0.4% |
| 3M | +6.7% | +26.9% | -20.2% | +5.3% |
| 6M | +4.2% | -9.4% | +13.6% | +5.0% |
| YTD | +6.7% | +20.3% | -13.5% | +5.4% |
| 1Y | -1.4% | +33.8% | -35.2% | -3.7% |
| 3Y | -11.8% | +349.8% | -361.6% | -23.6% |
| 5Y | -13.4% | +301.0% | -314.4% | -25.2% |
| All | -13.4% | +296.4% | -309.8% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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