-44.5%
KHC vs APTV
-41.4%
-3.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -1.1% | -4.3% | +3.1% | -0.5% |
| 30D | +8.8% | -9.7% | +18.5% | +10.4% |
| 3M | -1.2% | -20.6% | +19.3% | +1.9% |
| 6M | +4.6% | -31.7% | +36.4% | +9.4% |
| YTD | +5.1% | -48.0% | +53.1% | +13.9% |
| 1Y | +6.2% | -52.1% | +58.3% | +16.4% |
| 3Y | -12.9% | -47.9% | +35.0% | -7.7% |
| 5Y | -16.8% | -76.9% | +60.1% | -0.9% |
| 10Y | -52.4% | -26.7% | -25.7% | -58.9% |
| All | -44.5% | -41.4% | -3.1% | -52.1% |
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