-43.1%
KHC vs NDAQ
+606.7%
-649.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | -1.8% | -2.4% | +0.7% | -1.0% |
| 30D | -1.9% | +2.5% | -4.3% | -2.7% |
| 3M | +14.4% | +9.9% | +4.5% | +10.5% |
| 6M | +8.7% | +9.4% | -0.7% | +4.9% |
| YTD | +7.8% | +0.4% | +7.4% | +6.4% |
| 1Y | -1.5% | +4.0% | -5.6% | -4.3% |
| 3Y | -9.9% | +94.4% | -104.2% | -32.3% |
| 5Y | -10.7% | +56.7% | -67.5% | -28.7% |
| 10Y | -55.7% | +375.3% | -431.0% | -80.1% |
| All | -43.1% | +606.7% | -649.8% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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