-43.7%
KHC vs SAP
+309.4%
-353.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +12.0% | +11.1% | +0.9% | +9.3% |
| 3M | +0.2% | +17.0% | -16.9% | -3.6% |
| 6M | +10.3% | +34.8% | -24.5% | +2.1% |
| YTD | +6.7% | -2.2% | +9.0% | +5.8% |
| 1Y | +10.9% | -6.4% | +17.3% | +11.1% |
| 3Y | -12.6% | +75.1% | -87.8% | -28.0% |
| 5Y | -16.3% | +69.8% | -86.1% | -31.3% |
| 10Y | -53.2% | +219.8% | -273.1% | -72.5% |
| All | -43.7% | +309.4% | -353.1% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling