+883.4%
APH vs KHC
-53.9%
+937.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.8% | +6.9% | +4.6% |
| 7D | -5.9% | +1.1% | -7.0% | -6.2% |
| 30D | -14.8% | +12.0% | -26.8% | -16.8% |
| 3M | -12.4% | +0.2% | -12.6% | -12.9% |
| 6M | +8.1% | +10.3% | -2.3% | +4.8% |
| YTD | +10.9% | +6.7% | +4.2% | +8.0% |
| 1Y | +8.8% | +10.9% | -2.1% | +4.9% |
| 3Y | +262.1% | -12.6% | +274.7% | +261.4% |
| 5Y | +283.1% | -16.3% | +299.4% | +282.0% |
| All | +883.4% | -53.9% | +937.3% | +857.3% |
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