-42.5%
KHC vs NUE
+644.8%
-687.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.0% | +3.2% |
| 7D | +2.0% | +2.8% | -0.7% | +1.4% |
| 30D | +10.6% | -2.1% | +12.7% | +10.8% |
| 3M | +0.5% | -7.3% | +7.8% | +1.5% |
| 6M | +12.1% | +8.9% | +3.2% | +9.2% |
| YTD | +8.9% | +55.6% | -46.7% | -1.7% |
| 1Y | +7.5% | +74.7% | -67.2% | -5.4% |
| 3Y | -10.7% | +71.7% | -82.4% | -23.2% |
| 5Y | -13.2% | +141.2% | -154.4% | -35.1% |
| 10Y | -50.6% | +429.6% | -480.2% | -75.1% |
| All | -42.5% | +644.8% | -687.4% | -74.6% |
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