-24.8%
KHC vs NVDL
+2,476.2%
-2,501.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -1.0% | -10.3% | +9.3% | -1.4% |
| 30D | +1.9% | -7.1% | +9.0% | +1.7% |
| 3M | +3.2% | +6.6% | -3.4% | +3.7% |
| 6M | +10.0% | +21.1% | -11.1% | +11.2% |
| YTD | +6.7% | +15.2% | -8.5% | +8.0% |
| 1Y | -0.9% | +18.8% | -19.7% | +0.6% |
| 3Y | -13.6% | +649.9% | -663.5% | -6.7% |
| All | -24.8% | +2,476.2% | -2,501.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling