-14.3%
KHC vs NRG
+198.7%
-212.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -1.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +0.5% | -6.8% | +7.3% | +0.2% |
| 3M | +3.0% | -7.1% | +10.2% | +2.7% |
| 6M | +6.6% | -27.6% | +34.2% | +5.5% |
| YTD | +5.8% | -29.2% | +35.0% | +4.8% |
| 1Y | -2.2% | -29.9% | +27.7% | -3.1% |
| All | -14.3% | +198.7% | -212.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling