-43.1%
KHC vs NTAP
+686.0%
-729.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.7% |
| 30D | -1.9% | -0.5% | -1.3% | -2.0% |
| 3M | +14.4% | +4.1% | +10.3% | +13.0% |
| 6M | +8.7% | +88.0% | -79.2% | -4.6% |
| YTD | +7.8% | +75.6% | -67.8% | -4.4% |
| 1Y | -1.5% | +58.9% | -60.4% | -11.2% |
| 3Y | -9.9% | +153.6% | -163.4% | -29.1% |
| 5Y | -10.7% | +127.6% | -138.4% | -29.3% |
| 10Y | -55.7% | +580.4% | -636.1% | -75.1% |
| All | -43.1% | +686.0% | -729.1% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling