-43.0%
KHC vs NRG
+570.3%
-613.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -2.2% | +9.3% | -11.5% | -3.0% |
| 30D | -0.1% | +1.3% | -1.4% | -0.3% |
| 3M | +8.3% | -6.0% | +14.3% | +8.3% |
| 6M | +5.0% | -22.0% | +26.9% | +6.6% |
| YTD | +8.0% | -24.1% | +32.1% | +9.8% |
| 1Y | -1.1% | -18.0% | +16.9% | -0.8% |
| 3Y | -10.7% | +220.0% | -230.7% | -29.5% |
| 5Y | -13.5% | +201.1% | -214.6% | -32.1% |
| 10Y | -55.4% | +1,085.1% | -1,140.5% | -70.7% |
| All | -43.0% | +570.3% | -613.3% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling