-14.1%
KHC vs SAP
+79.5%
-93.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | +10.6% | +6.5% | +4.1% | +9.9% |
| 3M | +0.5% | +12.2% | -11.7% | -0.8% |
| 6M | +12.1% | +46.1% | -34.0% | +7.3% |
| YTD | +8.9% | -1.6% | +10.5% | +7.8% |
| 1Y | +7.5% | -5.1% | +12.6% | +6.8% |
| 3Y | -10.7% | +68.4% | -79.1% | -16.0% |
| All | -14.1% | +79.5% | -93.6% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling