-25.5%
APP vs KHC
+17.3%
-42.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.5% | +31.5% | +31.2% |
| 7D | +39.7% | +5.9% | +33.8% | +36.2% |
| 30D | +27.7% | +14.9% | +12.8% | +19.1% |
| 3M | -14.8% | 0.0% | -14.7% | -14.4% |
| 6M | -25.5% | +16.2% | -41.7% | -31.2% |
| All | -25.5% | +17.3% | -42.8% | -31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling