-13.5%
KHC vs NTAP
+135.7%
-149.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -2.2% | +3.3% | -5.5% | -2.3% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | +8.3% | +11.4% | -3.0% | +7.9% |
| 6M | +5.0% | +88.7% | -83.7% | +1.8% |
| YTD | +8.0% | +78.9% | -70.9% | +5.0% |
| 1Y | -1.1% | +58.8% | -59.9% | -3.4% |
| 3Y | -10.7% | +153.5% | -164.3% | -16.8% |
| 5Y | -13.5% | +136.7% | -150.3% | -20.0% |
| All | -13.5% | +135.7% | -149.2% | -20.0% |
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