-55.8%
KHC vs APD
+165.5%
-221.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.8% | -2.2% | +0.5% | -1.0% |
| 30D | -1.9% | +2.1% | -4.0% | -2.5% |
| 3M | +14.4% | +7.2% | +7.2% | +11.5% |
| 6M | +8.7% | +11.2% | -2.5% | +4.3% |
| YTD | +7.8% | +24.4% | -16.6% | -0.7% |
| 1Y | -1.5% | +6.7% | -8.2% | -4.8% |
| 3Y | -9.9% | +9.2% | -19.1% | -15.6% |
| 5Y | -10.7% | +27.4% | -38.1% | -23.5% |
| All | -55.8% | +165.5% | -221.2% | -72.8% |
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