-55.5%
KHC vs SAP
+178.3%
-233.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.8% | -2.9% | +1.1% | -1.2% |
| 30D | -1.9% | +9.0% | -10.9% | -3.8% |
| 3M | +14.4% | +14.9% | -0.5% | +10.4% |
| 6M | +8.7% | +11.9% | -3.2% | +5.1% |
| YTD | +7.8% | -9.9% | +17.7% | +8.9% |
| 1Y | -1.5% | -19.5% | +18.0% | +2.1% |
| 3Y | -9.9% | +61.8% | -71.7% | -23.8% |
| 5Y | -10.7% | +56.2% | -66.9% | -24.6% |
| All | -55.5% | +178.3% | -233.8% | -73.0% |
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