-12.4%
KHC vs NTAP
+144.4%
-156.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.8% | -0.7% |
| 7D | -2.0% | -5.0% | +2.9% | -2.2% |
| 30D | +9.7% | -25.8% | +35.4% | +9.1% |
| 3M | -2.0% | -6.9% | +4.9% | -2.4% |
| 6M | +5.4% | +50.0% | -44.6% | +4.1% |
| YTD | +5.9% | +66.9% | -61.0% | +4.3% |
| 1Y | +7.5% | +58.3% | -50.8% | +5.9% |
| 3Y | -12.4% | +145.1% | -157.5% | -13.6% |
| All | -12.4% | +144.4% | -156.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling