-44.2%
KHC vs NTRS
+231.3%
-275.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.2% |
| 7D | -2.5% | +0.3% | -2.9% | -2.6% |
| 30D | +0.5% | +0.2% | +0.4% | +0.4% |
| 3M | +3.0% | +13.2% | -10.2% | -0.6% |
| 6M | +6.6% | +36.9% | -30.3% | -2.7% |
| YTD | +5.8% | +39.1% | -33.3% | -4.3% |
| 1Y | -2.2% | +50.4% | -52.7% | -13.7% |
| 3Y | -12.5% | +166.8% | -179.3% | -36.1% |
| 5Y | -13.6% | +92.9% | -106.5% | -32.4% |
| 10Y | -54.7% | +255.7% | -310.3% | -73.8% |
| All | -44.2% | +231.3% | -275.5% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling