-43.1%
KHC vs AON
+263.9%
-307.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.8% | -9.1% | +7.3% | +1.2% |
| 30D | -1.9% | -10.2% | +8.4% | +1.5% |
| 3M | +14.4% | +0.5% | +13.9% | +14.0% |
| 6M | +8.7% | -4.8% | +13.6% | +10.0% |
| YTD | +7.8% | -8.0% | +15.8% | +9.9% |
| 1Y | -1.5% | -13.1% | +11.6% | +2.2% |
| 3Y | -9.9% | -1.3% | -8.6% | -11.5% |
| 5Y | -10.7% | +14.9% | -25.6% | -18.7% |
| 10Y | -55.7% | +214.9% | -270.6% | -76.1% |
| All | -43.1% | +263.9% | -307.1% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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