-44.5%
KHC vs NTAP
+677.3%
-721.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -3.9% | -0.5% |
| 7D | -4.6% | -2.4% | -2.2% | -4.3% |
| 30D | +8.1% | -23.4% | +31.5% | +12.2% |
| 3M | 0.0% | -7.5% | +7.6% | +0.3% |
| 6M | +7.9% | +56.4% | -48.4% | -2.6% |
| YTD | +5.3% | +73.6% | -68.4% | -7.3% |
| 1Y | +5.1% | +68.4% | -63.3% | -7.0% |
| 3Y | -12.8% | +150.6% | -163.4% | -31.8% |
| 5Y | -16.2% | +122.5% | -138.7% | -33.7% |
| 10Y | -52.3% | +589.7% | -642.0% | -73.4% |
| All | -44.5% | +677.3% | -721.7% | -69.5% |
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