-55.4%
KHC vs SAP
+173.6%
-229.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -2.2% | -0.3% | -2.0% | -2.2% |
| 30D | -0.1% | +2.6% | -2.7% | -0.7% |
| 3M | +8.3% | +16.3% | -7.9% | +4.3% |
| 6M | +5.0% | +6.4% | -1.4% | +2.7% |
| YTD | +8.0% | -11.4% | +19.4% | +9.5% |
| 1Y | -1.1% | -20.4% | +19.3% | +2.8% |
| 3Y | -10.7% | +56.5% | -67.2% | -23.9% |
| 5Y | -13.5% | +56.8% | -70.3% | -27.2% |
| 10Y | -55.4% | +176.2% | -231.6% | -72.8% |
| All | -55.4% | +173.6% | -229.0% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling