-13.6%
KHC vs NTR
+45.0%
-58.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | -2.5% | -2.5% | -0.1% | -2.3% |
| 30D | +0.5% | +17.0% | -16.5% | -0.6% |
| 3M | +3.0% | +22.2% | -19.1% | +1.6% |
| 6M | +6.6% | +5.2% | +1.5% | +6.0% |
| YTD | +5.8% | +29.7% | -23.9% | +3.4% |
| 1Y | -2.2% | +39.4% | -41.6% | -5.1% |
| 3Y | -12.5% | +38.2% | -50.7% | -15.8% |
| 5Y | -13.6% | +47.6% | -61.2% | -17.3% |
| All | -13.6% | +45.0% | -58.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling