-44.0%
KHC vs NOC
+316.2%
-360.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.3% | +4.5% | -7.9% | -4.6% |
| 30D | +9.1% | +14.1% | -4.9% | +4.7% |
| 3M | +1.4% | -4.5% | +5.8% | +2.5% |
| 6M | +8.4% | -0.8% | +9.1% | +8.0% |
| YTD | +6.2% | -2.5% | +8.7% | +5.5% |
| 1Y | +5.7% | -0.1% | +5.8% | +4.0% |
| 3Y | -12.0% | +24.6% | -36.6% | -20.8% |
| 5Y | -15.3% | +65.6% | -80.9% | -33.6% |
| 10Y | -51.8% | +160.5% | -212.4% | -70.2% |
| All | -44.0% | +316.2% | -360.2% | -73.7% |
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