+520.8%
APP vs KHC
-21.0%
+541.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.4% |
| 7D | +48.9% | -4.6% | +53.5% | +48.4% |
| 30D | +49.4% | +8.1% | +41.3% | +50.3% |
| 3M | +27.0% | 0.0% | +27.0% | +27.1% |
| 6M | -15.4% | +7.9% | -23.3% | -14.4% |
| YTD | -39.9% | +5.3% | -45.2% | -39.2% |
| 1Y | -32.0% | +5.1% | -37.1% | -31.1% |
| 3Y | +824.3% | -12.8% | +837.1% | +803.6% |
| 5Y | +252.4% | -16.2% | +268.6% | +265.5% |
| All | +520.8% | -21.0% | +541.8% | +522.9% |
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