-13.5%
KHC vs APTV
-69.4%
+55.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | -2.2% | +2.0% | -4.2% | -2.3% |
| 30D | -0.1% | -7.7% | +7.6% | +0.4% |
| 3M | +8.3% | -34.0% | +42.3% | +10.8% |
| 6M | +5.0% | -37.1% | +42.1% | +7.4% |
| YTD | +8.0% | -39.9% | +47.9% | +10.7% |
| 1Y | -1.1% | -44.4% | +43.3% | +1.9% |
| 3Y | -10.7% | -54.5% | +43.8% | -8.8% |
| 5Y | -13.5% | -69.1% | +55.6% | -10.7% |
| All | -13.5% | -69.4% | +55.9% | -10.7% |
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