-10.3%
KHC vs APA
+156.4%
-166.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | -1.9% | +23.4% | -25.3% | -3.1% |
| 3M | +14.4% | +12.7% | +1.7% | +13.5% |
| 6M | +8.7% | +39.4% | -30.7% | +6.2% |
| YTD | +7.8% | +79.0% | -71.2% | +3.5% |
| 1Y | -1.5% | +88.8% | -90.3% | -5.9% |
| 3Y | -9.9% | +6.4% | -16.2% | -12.5% |
| All | -10.3% | +156.4% | -166.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling