-13.4%
KHC vs AEP
+64.9%
-78.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -4.8% | +0.9% | -5.7% | -5.1% |
| 30D | +0.3% | +1.5% | -1.2% | -0.3% |
| 3M | +6.7% | -1.7% | +8.4% | +7.2% |
| 6M | +4.2% | -4.0% | +8.2% | +5.4% |
| YTD | +6.7% | +10.6% | -3.9% | +1.9% |
| 1Y | -1.4% | +18.6% | -20.0% | -9.1% |
| 3Y | -11.8% | +78.7% | -90.5% | -32.5% |
| 5Y | -13.4% | +65.1% | -78.4% | -33.0% |
| All | -13.4% | +64.9% | -78.3% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling