-42.5%
KHC vs AEM
+668.5%
-711.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.0% | -6.8% | +8.9% | +2.4% |
| 30D | +10.6% | +0.8% | +9.8% | +10.4% |
| 3M | +0.5% | -0.8% | +1.4% | +0.3% |
| 6M | +12.1% | -8.5% | +20.6% | +12.3% |
| YTD | +8.9% | +5.9% | +3.0% | +8.0% |
| 1Y | +7.5% | +6.6% | +0.9% | +6.5% |
| 3Y | -10.7% | +302.2% | -312.9% | -19.1% |
| 5Y | -13.2% | +250.8% | -264.0% | -21.3% |
| 10Y | -50.6% | +406.1% | -456.7% | -56.2% |
| All | -42.5% | +668.5% | -711.1% | -49.7% |
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