-43.1%
KHC vs APTV
-29.0%
-14.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.7% | -1.1% |
| 7D | -1.8% | +4.8% | -6.6% | -2.5% |
| 30D | -1.9% | +2.0% | -3.9% | -2.2% |
| 3M | +14.4% | -34.2% | +48.6% | +20.9% |
| 6M | +8.7% | -34.7% | +43.4% | +14.4% |
| YTD | +7.8% | -37.0% | +44.8% | +13.7% |
| 1Y | -1.5% | -40.4% | +38.9% | +4.7% |
| 3Y | -9.9% | -54.1% | +44.3% | -2.2% |
| 5Y | -10.7% | -68.0% | +57.3% | +0.5% |
| 10Y | -55.7% | -15.5% | -40.2% | -62.2% |
| All | -43.1% | -29.0% | -14.1% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling