-42.5%
KHC vs AIG
+78.1%
-120.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +2.0% | +6.6% | -4.5% | +0.2% |
| 30D | +10.6% | +7.0% | +3.6% | +8.6% |
| 3M | +0.5% | +9.7% | -9.2% | -2.0% |
| 6M | +12.1% | +10.8% | +1.3% | +8.8% |
| YTD | +8.9% | -1.3% | +10.2% | +8.8% |
| 1Y | +7.5% | +8.4% | -0.9% | +4.5% |
| 3Y | -10.7% | +39.0% | -49.7% | -19.9% |
| 5Y | -13.2% | +59.6% | -72.8% | -26.7% |
| 10Y | -50.6% | +68.4% | -119.0% | -62.2% |
| All | -42.5% | +78.1% | -120.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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