-43.1%
KHC vs SAP
+277.3%
-320.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.8% | -2.9% | +1.1% | -1.1% |
| 30D | -1.9% | +9.0% | -10.9% | -4.0% |
| 3M | +14.4% | +14.9% | -0.5% | +10.2% |
| 6M | +8.7% | +11.9% | -3.2% | +4.9% |
| YTD | +7.8% | -9.9% | +17.7% | +9.0% |
| 1Y | -1.5% | -19.5% | +18.0% | +2.3% |
| 3Y | -9.9% | +61.8% | -71.7% | -24.5% |
| 5Y | -10.7% | +56.2% | -66.9% | -25.4% |
| 10Y | -55.7% | +180.6% | -236.3% | -72.9% |
| All | -43.1% | +277.3% | -320.4% | -69.9% |
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 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