-15.8%
KHC vs NTAP
+114.1%
-130.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.8% | -0.8% |
| 7D | -2.0% | -5.0% | +2.9% | -2.0% |
| 30D | +9.7% | -25.8% | +35.4% | +10.1% |
| 3M | -2.0% | -6.9% | +4.9% | -2.3% |
| 6M | +5.4% | +50.0% | -44.6% | +2.8% |
| YTD | +5.9% | +66.9% | -61.0% | +2.6% |
| 1Y | +7.5% | +58.3% | -50.8% | +4.3% |
| 3Y | -12.4% | +145.1% | -157.5% | -19.2% |
| 5Y | -15.8% | +114.2% | -130.0% | -22.1% |
| All | -15.8% | +114.1% | -130.0% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling