-54.1%
KHC vs APA
+0.9%
-54.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.0% | -8.7% | +6.7% | -1.3% |
| 30D | +9.7% | -2.4% | +12.1% | +9.7% |
| 3M | -2.0% | +19.0% | -21.0% | -3.9% |
| 6M | +5.4% | +26.8% | -21.4% | +2.5% |
| YTD | +5.9% | +87.3% | -81.4% | -1.3% |
| 1Y | +7.5% | +92.3% | -84.8% | -0.2% |
| 3Y | -12.4% | +37.3% | -49.7% | -17.6% |
| 5Y | -15.8% | +73.2% | -89.0% | -25.0% |
| 10Y | -54.1% | -0.9% | -53.2% | -63.5% |
| All | -54.1% | +0.9% | -54.9% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling