-15.3%
KHC vs AEM
+252.1%
-267.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +1.0% |
| 7D | -3.3% | -5.6% | +2.3% | -3.1% |
| 30D | +9.1% | -3.9% | +13.0% | +9.2% |
| 3M | +1.4% | -3.4% | +4.8% | +1.3% |
| 6M | +8.4% | -9.0% | +17.4% | +8.8% |
| YTD | +6.2% | +5.9% | +0.3% | +5.4% |
| 1Y | +5.7% | +4.0% | +1.7% | +4.9% |
| 3Y | -12.0% | +298.8% | -310.8% | -23.2% |
| 5Y | -15.3% | +250.7% | -266.1% | -26.0% |
| All | -15.3% | +252.1% | -267.5% | -26.0% |
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