-43.1%
KHC vs NSC
+379.4%
-422.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.8% | -5.5% | +3.8% | -0.1% |
| 30D | -1.9% | -3.2% | +1.3% | -1.0% |
| 3M | +14.4% | +7.7% | +6.7% | +11.6% |
| 6M | +8.7% | +4.5% | +4.2% | +6.8% |
| YTD | +7.8% | +15.6% | -7.8% | +2.5% |
| 1Y | -1.5% | +19.8% | -21.4% | -7.5% |
| 3Y | -9.9% | +70.1% | -80.0% | -25.6% |
| 5Y | -10.7% | +46.1% | -56.9% | -24.1% |
| 10Y | -55.7% | +328.1% | -383.8% | -73.6% |
| All | -43.1% | +379.4% | -422.5% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling