-43.1%
KHC vs AEP
+241.8%
-284.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.8% | +1.8% | -3.6% | -2.6% |
| 30D | -1.9% | -0.8% | -1.1% | -1.6% |
| 3M | +14.4% | -1.8% | +16.2% | +15.1% |
| 6M | +8.7% | -5.4% | +14.1% | +11.0% |
| YTD | +7.8% | +10.4% | -2.7% | +2.2% |
| 1Y | -1.5% | +18.2% | -19.7% | -10.1% |
| 3Y | -9.9% | +79.0% | -88.8% | -33.6% |
| 5Y | -10.7% | +64.8% | -75.6% | -32.4% |
| 10Y | -55.7% | +170.8% | -226.5% | -74.6% |
| All | -43.1% | +241.8% | -284.9% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling