-54.1%
KHC vs SAP
+228.4%
-282.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -2.0% | +1.6% | -3.7% | -2.4% |
| 30D | +9.7% | +10.5% | -0.9% | +7.3% |
| 3M | -2.0% | +15.2% | -17.2% | -5.1% |
| 6M | +5.4% | +36.7% | -31.3% | -2.3% |
| YTD | +5.9% | -0.6% | +6.5% | +4.7% |
| 1Y | +7.5% | -4.1% | +11.6% | +7.1% |
| 3Y | -12.4% | +73.2% | -85.7% | -26.7% |
| 5Y | -15.8% | +74.1% | -90.0% | -30.5% |
| 10Y | -54.1% | +222.9% | -277.0% | -73.3% |
| All | -54.1% | +228.4% | -282.4% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling