-10.7%
KHC vs APA
+45.9%
-56.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.5% |
| 7D | +2.0% | +8.5% | -6.5% | +1.6% |
| 30D | +10.6% | +2.8% | +7.8% | +10.4% |
| 3M | +0.5% | +21.7% | -21.2% | -0.6% |
| 6M | +12.1% | +32.6% | -20.6% | +10.1% |
| YTD | +8.9% | +103.7% | -94.8% | +3.6% |
| 1Y | +7.5% | +101.8% | -94.3% | +2.3% |
| 3Y | -10.7% | +48.1% | -58.8% | -16.6% |
| All | -10.7% | +45.9% | -56.7% | -16.6% |
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