+333.0%
APP vs KHC
-10.4%
+343.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +0.9% | -1.8% | +2.6% | +0.7% |
| 30D | -23.3% | -1.9% | -21.4% | -23.5% |
| 3M | -42.6% | +14.4% | -57.0% | -41.5% |
| 6M | -33.6% | +8.7% | -42.3% | -32.8% |
| YTD | -52.4% | +7.8% | -60.2% | -51.7% |
| 1Y | -35.9% | -1.5% | -34.4% | -36.0% |
| 3Y | +642.2% | -9.9% | +652.1% | +626.9% |
| All | +333.0% | -10.4% | +343.4% | +378.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling