-55.4%
APP vs KHC
+11.6%
-67.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.8% | +6.9% | +9.8% |
| 7D | +4.5% | +6.6% | -2.1% | +3.1% |
| 30D | -3.6% | +16.5% | -20.1% | -7.2% |
| 3M | -35.3% | -3.0% | -32.3% | -35.2% |
| 6M | -42.8% | +17.4% | -60.2% | -43.4% |
| YTD | -59.7% | +10.3% | -70.0% | -58.6% |
| 1Y | -55.4% | +12.5% | -67.8% | -53.3% |
| All | -55.4% | +11.6% | -67.0% | -53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling