-13.5%
KHC vs NOC
+56.8%
-70.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -2.2% | -2.7% | +0.5% | -1.7% |
| 30D | -0.1% | -8.9% | +8.8% | +1.6% |
| 3M | +8.3% | -3.7% | +12.0% | +8.9% |
| 6M | +5.0% | -30.8% | +35.8% | +12.2% |
| YTD | +8.0% | -7.9% | +15.9% | +8.8% |
| 1Y | -1.1% | -9.4% | +8.3% | -0.2% |
| 3Y | -10.7% | +29.0% | -39.7% | -17.0% |
| 5Y | -13.5% | +56.1% | -69.6% | -26.8% |
| All | -13.5% | +56.8% | -70.3% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling