-55.6%
KHC vs NSC
+332.1%
-387.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -1.0% | -2.8% | +1.8% | -0.1% |
| 30D | +1.9% | -4.5% | +6.4% | +3.3% |
| 3M | +3.2% | +3.5% | -0.4% | +1.8% |
| 6M | +10.0% | +8.5% | +1.4% | +6.7% |
| YTD | +6.7% | +12.3% | -5.6% | +2.2% |
| 1Y | -0.9% | +18.9% | -19.8% | -6.9% |
| 3Y | -13.6% | +74.1% | -87.7% | -29.8% |
| 5Y | -12.8% | +43.9% | -56.8% | -26.0% |
| All | -55.6% | +332.1% | -387.7% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling