-16.3%
KHC vs NOC
+64.8%
-81.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.2% |
| 30D | +8.8% | +14.1% | -5.3% | +6.0% |
| 3M | -1.2% | -4.6% | +3.4% | -0.6% |
| 6M | +4.6% | +0.7% | +3.9% | +4.1% |
| YTD | +5.1% | -2.6% | +7.7% | +4.6% |
| 1Y | +6.2% | -1.0% | +7.2% | +5.2% |
| 3Y | -12.9% | +24.5% | -37.4% | -18.7% |
| All | -16.3% | +64.8% | -81.1% | -31.9% |
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