-55.6%
KHC vs NTRS
+259.9%
-315.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | +1.9% | -0.7% | +2.5% | +2.0% |
| 3M | +3.2% | +11.3% | -8.1% | +0.1% |
| 6M | +10.0% | +35.5% | -25.6% | +0.9% |
| YTD | +6.7% | +40.6% | -33.9% | -3.4% |
| 1Y | -0.9% | +49.2% | -50.1% | -12.0% |
| 3Y | -13.6% | +167.2% | -180.8% | -36.3% |
| 5Y | -12.8% | +94.9% | -107.8% | -31.5% |
| All | -55.6% | +259.9% | -315.6% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling