-37.0%
APP vs KHC
+9.0%
-46.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.8% | +12.7% | +10.3% |
| 7D | +71.2% | +1.1% | +70.1% | +70.4% |
| 30D | +39.1% | +12.0% | +27.1% | +34.8% |
| 3M | +16.5% | +0.2% | +16.4% | +16.1% |
| 6M | -16.6% | +10.3% | -26.9% | -17.2% |
| YTD | -41.9% | +6.7% | -48.7% | -40.2% |
| 1Y | -37.0% | +10.9% | -47.9% | -32.0% |
| All | -37.0% | +9.0% | -46.1% | -32.0% |
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