+446.2%
APP vs KHC
-17.5%
+463.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.5% | +31.5% | +31.0% |
| 7D | +39.7% | +5.9% | +33.8% | +40.3% |
| 30D | +27.7% | +14.9% | +12.8% | +29.1% |
| 3M | -14.8% | 0.0% | -14.7% | -14.9% |
| 6M | -25.5% | +16.2% | -41.7% | -24.0% |
| YTD | -47.2% | +9.8% | -57.0% | -46.3% |
| 1Y | -42.3% | +12.1% | -54.4% | -41.1% |
| 3Y | +806.8% | -10.1% | +816.9% | +788.1% |
| 5Y | +261.6% | -13.9% | +275.5% | +274.5% |
| All | +446.2% | -17.5% | +463.7% | +449.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling