-16.8%
KHC vs APTV
-76.9%
+60.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -1.1% | -4.3% | +3.1% | -0.9% |
| 30D | +8.8% | -9.7% | +18.5% | +9.5% |
| 3M | -1.2% | -20.6% | +19.3% | +0.1% |
| 6M | +4.6% | -31.7% | +36.4% | +6.5% |
| YTD | +5.1% | -48.0% | +53.1% | +8.7% |
| 1Y | +6.2% | -52.1% | +58.3% | +10.5% |
| 3Y | -12.9% | -47.9% | +35.0% | -11.1% |
| 5Y | -16.8% | -76.9% | +60.1% | -12.2% |
| All | -16.8% | -76.9% | +60.1% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling