-14.8%
KHC vs SAP
+70.5%
-85.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.3% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +12.0% | +11.1% | +0.9% | +10.7% |
| 3M | +0.2% | +17.0% | -16.9% | -1.5% |
| 6M | +10.3% | +34.8% | -24.5% | +6.5% |
| YTD | +6.7% | -2.2% | +9.0% | +5.8% |
| 1Y | +10.9% | -6.4% | +17.3% | +10.3% |
| 3Y | -12.6% | +75.1% | -87.8% | -18.1% |
| All | -14.8% | +70.5% | -85.4% | -22.0% |
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 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