-54.1%
KHC vs APD
+192.6%
-246.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.4% |
| 7D | -2.0% | -1.6% | -0.5% | -1.5% |
| 30D | +9.7% | +10.6% | -0.9% | +6.2% |
| 3M | -2.0% | +2.5% | -4.5% | -2.8% |
| 6M | +5.4% | +6.0% | -0.5% | +3.1% |
| YTD | +5.9% | +28.4% | -22.5% | -3.4% |
| 1Y | +7.5% | +22.2% | -14.7% | -0.6% |
| 3Y | -12.4% | +26.6% | -39.0% | -22.0% |
| 5Y | -15.8% | +11.8% | -27.6% | -22.8% |
| 10Y | -54.1% | +187.8% | -241.8% | -71.6% |
| All | -54.1% | +192.6% | -246.6% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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