+90.5%
APH vs KHC
-10.0%
+100.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.6% | -46.1% | -48.0% |
| 7D | -48.7% | +0.5% | -49.2% | -48.7% |
| 30D | -51.9% | -1.9% | -50.1% | -52.1% |
| 3M | -43.6% | +14.4% | -58.0% | -42.8% |
| 6M | -37.5% | +8.7% | -46.3% | -36.8% |
| YTD | -38.6% | +7.8% | -46.4% | -37.9% |
| 1Y | -26.3% | -1.5% | -24.8% | -26.1% |
| All | +90.5% | -10.0% | +100.5% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling