-44.0%
KHC vs NI
+288.4%
-332.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -3.3% | +3.1% | -6.4% | -4.5% |
| 30D | +9.1% | +11.2% | -2.0% | +4.7% |
| 3M | +1.4% | +9.8% | -8.4% | -2.4% |
| 6M | +8.4% | -1.6% | +10.0% | +8.7% |
| YTD | +6.2% | +12.6% | -6.5% | +0.6% |
| 1Y | +5.7% | +7.8% | -2.1% | +1.8% |
| 3Y | -12.0% | +100.5% | -112.5% | -35.6% |
| 5Y | -15.3% | +114.4% | -129.8% | -40.7% |
| 10Y | -51.8% | +193.9% | -245.8% | -71.7% |
| All | -44.0% | +288.4% | -332.4% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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