-44.0%
KHC vs AEP
+256.6%
-300.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.3% | +2.5% | -5.8% | -4.4% |
| 30D | +9.1% | +3.4% | +5.8% | +7.5% |
| 3M | +1.4% | +4.2% | -2.8% | -0.6% |
| 6M | +8.4% | -0.8% | +9.2% | +8.4% |
| YTD | +6.2% | +15.2% | -9.1% | -1.3% |
| 1Y | +5.7% | +8.3% | -2.6% | +1.0% |
| 3Y | -12.0% | +84.2% | -96.2% | -35.9% |
| 5Y | -15.3% | +87.8% | -103.2% | -39.9% |
| 10Y | -51.8% | +204.4% | -256.3% | -74.0% |
| All | -44.0% | +256.6% | -300.6% | -73.1% |
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