+12.5%
KHC vs NSC
+24.4%
-11.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.8% | +3.6% |
| 7D | +6.6% | +1.8% | +4.8% | +6.3% |
| 30D | +16.5% | +8.8% | +7.7% | +14.9% |
| 3M | -3.0% | +1.2% | -4.2% | -3.4% |
| 6M | +17.4% | +11.3% | +6.0% | +14.4% |
| YTD | +10.3% | +20.7% | -10.4% | +7.6% |
| 1Y | +12.5% | +23.4% | -10.9% | +8.3% |
| All | +12.5% | +24.4% | -11.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling