-43.7%
KHC vs AIG
+60.2%
-103.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -4.8% | -1.4% | -3.3% | -4.4% |
| 30D | +0.3% | -3.3% | +3.6% | +1.2% |
| 3M | +6.7% | +2.2% | +4.5% | +6.0% |
| 6M | +4.2% | -2.1% | +6.3% | +4.5% |
| YTD | +6.7% | -11.2% | +17.9% | +9.7% |
| 1Y | -1.4% | -2.1% | +0.7% | -1.6% |
| 3Y | -11.8% | +34.4% | -46.1% | -20.1% |
| 5Y | -13.4% | +53.7% | -67.1% | -26.3% |
| 10Y | -54.3% | +64.4% | -118.7% | -65.4% |
| All | -43.7% | +60.2% | -103.9% | -56.6% |
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