-10.7%
KHC vs AEP
+80.6%
-91.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.2% | +2.0% | -4.2% | -2.8% |
| 30D | -0.1% | +0.5% | -0.6% | -0.3% |
| 3M | +8.3% | -0.3% | +8.7% | +8.3% |
| 6M | +5.0% | -3.5% | +8.4% | +5.9% |
| YTD | +8.0% | +11.3% | -3.3% | +3.4% |
| 1Y | -1.1% | +20.2% | -21.3% | -8.7% |
| 3Y | -10.7% | +79.8% | -90.5% | -31.4% |
| All | -10.7% | +80.6% | -91.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling