+528.8%
APP vs KHC
-20.5%
+549.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.7% |
| 7D | +79.2% | -2.0% | +81.2% | +78.8% |
| 30D | +48.0% | +9.7% | +38.3% | +49.1% |
| 3M | +18.2% | -2.0% | +20.2% | +18.0% |
| 6M | -12.5% | +5.4% | -17.9% | -11.8% |
| YTD | -39.2% | +5.9% | -45.1% | -38.4% |
| 1Y | -33.9% | +7.5% | -41.3% | -32.8% |
| 3Y | +933.3% | -12.4% | +945.7% | +910.4% |
| 5Y | +295.9% | -15.8% | +311.7% | +310.6% |
| All | +528.8% | -20.5% | +549.3% | +531.3% |
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 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