-43.1%
KHC vs NUE
+670.6%
-713.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.8% | +4.2% | -6.0% | -2.6% |
| 30D | -1.9% | -5.0% | +3.1% | -1.0% |
| 3M | +14.4% | -0.2% | +14.6% | +14.0% |
| 6M | +8.7% | +49.1% | -40.4% | -0.4% |
| YTD | +7.8% | +61.0% | -53.2% | -3.0% |
| 1Y | -1.5% | +82.5% | -84.1% | -13.9% |
| 3Y | -9.9% | +57.9% | -67.8% | -20.6% |
| 5Y | -10.7% | +146.6% | -157.3% | -33.6% |
| 10Y | -55.7% | +561.6% | -617.3% | -79.0% |
| All | -43.1% | +670.6% | -713.8% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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