-14.1%
KHC vs APD
+16.4%
-30.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.0% | +3.8% | -1.8% | +1.3% |
| 30D | +10.6% | +8.2% | +2.4% | +9.1% |
| 3M | +0.5% | +4.3% | -3.8% | -0.2% |
| 6M | +12.1% | +4.7% | +7.4% | +11.1% |
| YTD | +8.9% | +31.5% | -22.6% | +3.0% |
| 1Y | +7.5% | +23.5% | -16.1% | +2.8% |
| 3Y | -10.7% | +29.1% | -39.8% | -16.2% |
| All | -14.1% | +16.4% | -30.5% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling