+247.7%
APH vs KHC
-10.2%
+258.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.9% | -9.4% |
| 7D | -12.7% | +5.9% | -18.7% | -11.5% |
| 30D | -19.2% | +14.9% | -34.1% | -16.6% |
| 3M | -16.7% | 0.0% | -16.7% | -15.9% |
| 6M | +5.1% | +16.2% | -11.1% | +8.2% |
| YTD | +6.6% | +9.8% | -3.3% | +9.2% |
| 1Y | +3.9% | +12.1% | -8.2% | +6.8% |
| All | +247.7% | -10.2% | +258.0% | +234.1% |
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