+292.6%
APP vs KHC
-16.5%
+309.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.8% | +12.7% | +9.7% |
| 7D | +71.2% | +1.1% | +70.1% | +71.3% |
| 30D | +39.1% | +12.0% | +27.1% | +40.0% |
| 3M | +16.5% | +0.2% | +16.4% | +16.6% |
| 6M | -16.6% | +10.3% | -26.9% | -15.5% |
| YTD | -41.9% | +6.7% | -48.7% | -41.2% |
| 1Y | -37.0% | +10.9% | -47.9% | -35.8% |
| 3Y | +892.4% | -12.6% | +905.1% | +868.0% |
| All | +292.6% | -16.5% | +309.2% | +344.9% |
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 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