-12.4%
KHC vs APA
+34.8%
-47.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -2.0% | -8.7% | +6.7% | -1.6% |
| 30D | +9.7% | -2.4% | +12.1% | +9.6% |
| 3M | -2.0% | +19.0% | -21.0% | -3.1% |
| 6M | +5.4% | +26.8% | -21.4% | +3.8% |
| YTD | +5.9% | +87.3% | -81.4% | +1.2% |
| 1Y | +7.5% | +92.3% | -84.8% | +2.4% |
| 3Y | -12.4% | +37.3% | -49.7% | -18.0% |
| All | -12.4% | +34.8% | -47.2% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling