-43.7%
KHC vs APD
+217.0%
-260.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | +1.1% | -3.7% | +4.8% | +2.4% |
| 30D | +12.0% | +9.6% | +2.4% | +8.7% |
| 3M | +0.2% | +1.6% | -1.5% | -0.4% |
| 6M | +10.3% | +2.2% | +8.2% | +9.1% |
| YTD | +6.7% | +25.9% | -19.1% | -2.4% |
| 1Y | +10.9% | +20.1% | -9.3% | +2.8% |
| 3Y | -12.6% | +12.4% | -25.0% | -19.3% |
| 5Y | -16.3% | +11.1% | -27.4% | -23.7% |
| 10Y | -53.2% | +190.1% | -243.4% | -74.1% |
| All | -43.7% | +217.0% | -260.7% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling