-42.5%
KHC vs NVMI
+2,404.8%
-2,447.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +2.7% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | +10.6% | -4.1% | +14.7% | +10.7% |
| 3M | +0.5% | -22.8% | +23.3% | +1.7% |
| 6M | +12.1% | -36.9% | +48.9% | +14.1% |
| YTD | +8.9% | -3.2% | +12.1% | +6.6% |
| 1Y | +7.5% | +7.1% | +0.4% | +4.2% |
| 3Y | -10.7% | +181.5% | -192.2% | -25.0% |
| 5Y | -13.2% | +141.2% | -154.4% | -27.0% |
| 10Y | -50.6% | +2,463.4% | -2,514.0% | -74.2% |
| All | -42.5% | +2,404.8% | -2,447.3% | -69.6% |
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