-43.7%
KHC vs NDAQ
+684.0%
-727.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | +12.0% | +16.5% | -4.6% | +6.5% |
| 3M | +0.2% | +13.5% | -13.3% | -4.1% |
| 6M | +10.3% | +20.9% | -10.6% | +3.1% |
| YTD | +6.7% | +11.4% | -4.7% | +1.8% |
| 1Y | +10.9% | +25.9% | -15.1% | +1.1% |
| 3Y | -12.6% | +119.9% | -132.5% | -36.9% |
| 5Y | -16.3% | +61.7% | -78.0% | -32.9% |
| 10Y | -53.2% | +481.6% | -534.8% | -80.7% |
| All | -43.7% | +684.0% | -727.7% | -80.1% |
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