+506.6%
APP vs KHC
-21.1%
+527.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.6% |
| 7D | +61.1% | -1.1% | +62.2% | +60.9% |
| 30D | +42.8% | +8.8% | +33.9% | +43.7% |
| 3M | +16.7% | -1.2% | +17.9% | +16.6% |
| 6M | -15.6% | +4.6% | -20.2% | -15.0% |
| YTD | -41.3% | +5.1% | -46.4% | -40.6% |
| 1Y | -39.3% | +6.2% | -45.5% | -38.4% |
| 3Y | +803.2% | -12.9% | +816.1% | +782.8% |
| 5Y | +313.2% | -16.8% | +329.9% | +327.6% |
| All | +506.6% | -21.1% | +527.7% | +508.6% |
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