+944.2%
APH vs KHC
-52.1%
+996.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.4% | -4.6% | +5.0% | +1.1% |
| 30D | -8.0% | +8.1% | -16.1% | -9.6% |
| 3M | -5.0% | 0.0% | -5.0% | -5.5% |
| 6M | +29.9% | +7.9% | +22.0% | +26.5% |
| YTD | +18.0% | +5.3% | +12.7% | +15.1% |
| 1Y | +11.3% | +5.1% | +6.2% | +8.5% |
| 3Y | +274.9% | -12.8% | +287.7% | +273.8% |
| 5Y | +300.6% | -16.2% | +316.8% | +298.4% |
| 10Y | +944.2% | -52.3% | +996.5% | +907.4% |
| All | +944.2% | -52.1% | +996.4% | +907.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling