-13.6%
KHC vs NVMI
+263.1%
-276.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -1.0% |
| 7D | -2.5% | +3.8% | -6.3% | -2.4% |
| 30D | +0.5% | -7.6% | +8.1% | +0.3% |
| 3M | +3.0% | -28.0% | +31.0% | +2.0% |
| 6M | +6.6% | -15.3% | +21.9% | +6.2% |
| YTD | +5.8% | +11.5% | -5.7% | +6.1% |
| 1Y | -2.2% | +31.6% | -33.8% | -1.6% |
| 3Y | -12.5% | +207.0% | -219.5% | -10.0% |
| 5Y | -13.6% | +262.8% | -276.4% | -9.8% |
| All | -13.6% | +263.1% | -276.7% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 5y: compounded portfolio wealth divided by compounded NVMI 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…
5y analysis · Full analysis span regression · 6 months rolling