-43.1%
KHC vs AEM
+781.7%
-824.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.8% | -0.5% | -1.2% | -1.8% |
| 30D | -1.9% | +24.0% | -25.9% | -3.0% |
| 3M | +14.4% | +16.1% | -1.7% | +13.4% |
| 6M | +8.7% | -11.6% | +20.3% | +9.3% |
| YTD | +7.8% | +21.5% | -13.8% | +6.3% |
| 1Y | -1.5% | +39.2% | -40.7% | -3.8% |
| 3Y | -9.9% | +347.4% | -357.3% | -18.6% |
| 5Y | -10.7% | +290.1% | -300.9% | -19.4% |
| 10Y | -55.7% | +357.8% | -413.5% | -60.8% |
| All | -43.1% | +781.7% | -824.8% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling