-43.1%
KHC vs NOC
+290.3%
-333.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.1% |
| 7D | -1.8% | -5.2% | +3.4% | -0.2% |
| 30D | -1.9% | -7.2% | +5.3% | +0.2% |
| 3M | +14.4% | -5.1% | +19.5% | +15.8% |
| 6M | +8.7% | -31.1% | +39.8% | +21.2% |
| YTD | +7.8% | -8.6% | +16.4% | +9.3% |
| 1Y | -1.5% | -9.7% | +8.2% | +0.1% |
| 3Y | -9.9% | +24.3% | -34.1% | -19.1% |
| 5Y | -10.7% | +52.6% | -63.4% | -28.3% |
| 10Y | -55.7% | +183.6% | -239.3% | -74.5% |
| All | -43.1% | +290.3% | -333.4% | -72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling