-49.9%
KHC vs SAP
+237.3%
-287.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +10.6% | +6.5% | +4.1% | +9.1% |
| 3M | +0.5% | +12.2% | -11.7% | -2.1% |
| 6M | +12.1% | +46.1% | -34.0% | +2.4% |
| YTD | +8.9% | -1.6% | +10.5% | +7.9% |
| 1Y | +7.5% | -5.1% | +12.6% | +7.4% |
| 3Y | -10.7% | +68.4% | -79.1% | -24.7% |
| 5Y | -13.2% | +79.4% | -92.6% | -29.0% |
| All | -49.9% | +237.3% | -287.2% | -71.1% |
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