-55.4%
KHC vs APA
-0.7%
-54.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | -2.2% | -1.7% | -0.5% | -2.1% |
| 30D | -0.1% | +15.7% | -15.8% | -1.5% |
| 3M | +8.3% | +16.5% | -8.1% | +6.6% |
| 6M | +5.0% | +35.1% | -30.1% | +1.3% |
| YTD | +8.0% | +82.2% | -74.2% | +1.1% |
| 1Y | -1.1% | +102.5% | -103.6% | -8.7% |
| 3Y | -10.7% | +10.3% | -21.0% | -14.0% |
| 5Y | -13.5% | +166.1% | -179.6% | -26.7% |
| 10Y | -55.4% | -4.9% | -50.5% | -64.5% |
| All | -55.4% | -0.7% | -54.7% | -64.5% |
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