+1,210.5%
APH vs KHC
-41.6%
+1,252.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | +5.0% | -1.8% | +6.7% | +5.3% |
| 30D | -3.9% | -1.9% | -2.0% | -3.7% |
| 3M | +13.0% | +14.4% | -1.4% | +8.8% |
| 6M | +25.2% | +8.7% | +16.4% | +21.7% |
| YTD | +22.9% | +7.8% | +15.2% | +19.5% |
| 1Y | +47.8% | -1.5% | +49.4% | +46.6% |
| 3Y | +283.0% | -9.9% | +292.9% | +279.6% |
| 5Y | +349.7% | -10.7% | +360.4% | +340.3% |
| 10Y | +1,061.2% | -55.7% | +1,116.9% | +1,162.6% |
| All | +1,210.5% | -41.6% | +1,252.0% | +1,170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded KHC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling