+5.7%
KHC vs APTV
-52.6%
+58.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -3.3% | -5.0% | +1.7% | -3.1% |
| 30D | +9.1% | -12.3% | +21.5% | +9.5% |
| 3M | +1.4% | -19.9% | +21.3% | +2.0% |
| 6M | +8.4% | -29.4% | +37.7% | +7.8% |
| YTD | +6.2% | -49.0% | +55.2% | +5.6% |
| 1Y | +5.7% | -53.1% | +58.8% | +6.5% |
| All | +5.7% | -52.6% | +58.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling