+298.1%
APP vs KHC
-13.3%
+311.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +4.1% |
| 7D | +4.6% | +2.0% | +2.5% | +4.7% |
| 30D | +56.0% | +10.6% | +45.4% | +56.9% |
| 3M | +30.8% | +0.5% | +30.3% | +30.9% |
| 6M | -9.8% | +12.1% | -21.8% | -8.7% |
| YTD | -39.3% | +8.9% | -48.2% | -38.5% |
| 1Y | -26.4% | +7.5% | -33.9% | -25.6% |
| 3Y | +887.9% | -10.7% | +898.6% | +865.0% |
| All | +298.1% | -13.3% | +311.4% | +341.1% |
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