+951.3%
APH vs KHC
-54.7%
+1,006.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.3% |
| 7D | +1.1% | -2.0% | +3.1% | +1.3% |
| 30D | -7.5% | +9.7% | -17.1% | -9.3% |
| 3M | -4.4% | -2.0% | -2.4% | -4.5% |
| 6M | +26.5% | +5.4% | +21.0% | +23.8% |
| YTD | +20.0% | +5.9% | +14.1% | +17.0% |
| 1Y | +16.9% | +7.5% | +9.4% | +13.4% |
| 3Y | +288.5% | -12.4% | +300.9% | +287.1% |
| 5Y | +310.3% | -15.8% | +326.1% | +307.9% |
| 10Y | +951.3% | -54.1% | +1,005.4% | +923.7% |
| All | +951.3% | -54.7% | +1,006.0% | +923.7% |
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