-13.5%
KHC vs NVD
-99.1%
+85.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.2% |
| 7D | -4.8% | +0.5% | -5.3% | -4.8% |
| 30D | +0.3% | -9.3% | +9.6% | +0.5% |
| 3M | +6.7% | -22.1% | +28.8% | +7.4% |
| 6M | +4.2% | -45.8% | +50.0% | +5.9% |
| YTD | +6.7% | -46.7% | +53.5% | +8.4% |
| 1Y | -1.4% | -59.5% | +58.1% | +0.7% |
| All | -13.5% | -99.1% | +85.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling