-10.7%
KHC vs NSC
+77.7%
-88.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +2.0% | +2.5% | -0.5% | +1.4% |
| 30D | +10.6% | +1.7% | +8.9% | +10.2% |
| 3M | +0.5% | -2.6% | +3.1% | +1.0% |
| 6M | +12.1% | +6.4% | +5.6% | +10.1% |
| YTD | +8.9% | +15.5% | -6.6% | +4.9% |
| 1Y | +7.5% | +17.6% | -10.1% | +3.0% |
| 3Y | -10.7% | +75.0% | -85.7% | -21.6% |
| All | -10.7% | +77.7% | -88.5% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling