-55.6%
KHC vs NOC
+190.6%
-246.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | +0.3% | -10.4% | +10.7% | +3.3% |
| 3M | +6.7% | -5.6% | +12.3% | +8.1% |
| 6M | +4.2% | -30.4% | +34.6% | +14.8% |
| YTD | +6.7% | -8.5% | +15.2% | +8.1% |
| 1Y | -1.4% | -8.3% | +6.9% | -0.4% |
| 3Y | -11.8% | +28.2% | -40.0% | -20.9% |
| 5Y | -13.4% | +56.7% | -70.1% | -29.7% |
| All | -55.6% | +190.6% | -246.2% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling