-42.5%
KHC vs NSC
+379.0%
-421.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.1% |
| 7D | +2.0% | +2.5% | -0.5% | +1.2% |
| 30D | +10.6% | +1.7% | +8.9% | +10.0% |
| 3M | +0.5% | -2.6% | +3.1% | +1.2% |
| 6M | +12.1% | +6.4% | +5.6% | +9.6% |
| YTD | +8.9% | +15.5% | -6.6% | +3.5% |
| 1Y | +7.5% | +17.6% | -10.1% | +1.6% |
| 3Y | -10.7% | +75.0% | -85.7% | -26.9% |
| 5Y | -13.2% | +32.2% | -45.3% | -23.4% |
| 10Y | -50.6% | +296.6% | -347.2% | -70.0% |
| All | -42.5% | +379.0% | -421.6% | -68.1% |
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