-43.1%
KHC vs NVMI
+2,832.2%
-2,875.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.0% |
| 7D | -1.8% | +6.6% | -8.4% | -2.1% |
| 30D | -1.9% | -7.5% | +5.6% | -1.5% |
| 3M | +14.4% | -28.5% | +42.9% | +16.1% |
| 6M | +8.7% | -15.7% | +24.5% | +8.6% |
| YTD | +7.8% | +13.3% | -5.5% | +4.8% |
| 1Y | -1.5% | +48.3% | -49.8% | -6.8% |
| 3Y | -9.9% | +191.2% | -201.1% | -23.6% |
| 5Y | -10.7% | +268.7% | -279.4% | -29.5% |
| 10Y | -55.7% | +3,034.8% | -3,090.5% | -77.2% |
| All | -43.1% | +2,832.2% | -2,875.4% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling