-10.7%
KHC vs NVD
-99.2%
+88.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -1.8% | -11.1% | +9.3% | -1.4% |
| 30D | -1.9% | -13.3% | +11.4% | -1.5% |
| 3M | +14.4% | -19.8% | +34.2% | +15.1% |
| 6M | +8.7% | -48.8% | +57.5% | +10.7% |
| YTD | +7.8% | -49.7% | +57.4% | +9.7% |
| 1Y | -1.5% | -61.4% | +59.8% | +0.8% |
| 3Y | -9.9% | -99.1% | +89.3% | +1.7% |
| All | -10.7% | -99.2% | +88.5% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling