-10.7%
KHC vs NSC
+77.9%
-88.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -2.2% | -1.5% | -0.7% | -1.9% |
| 30D | -0.1% | -1.9% | +1.8% | +0.3% |
| 3M | +8.3% | +6.2% | +2.1% | +6.7% |
| 6M | +5.0% | +9.2% | -4.2% | +2.6% |
| YTD | +8.0% | +15.0% | -7.0% | +4.2% |
| 1Y | -1.1% | +21.1% | -22.2% | -5.7% |
| 3Y | -10.7% | +78.6% | -89.3% | -21.8% |
| All | -10.7% | +77.9% | -88.6% | -21.8% |
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