+12.5%
KHC vs NVS
+37.6%
-25.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.2% |
| 7D | +6.6% | +5.7% | +0.9% | +5.7% |
| 30D | +16.5% | +17.1% | -0.6% | +14.0% |
| 3M | -3.0% | +7.6% | -10.6% | -4.4% |
| 6M | +17.4% | +14.1% | +3.3% | +14.9% |
| YTD | +10.3% | +23.3% | -13.0% | +8.7% |
| 1Y | +12.5% | +36.0% | -23.5% | +11.7% |
| All | +12.5% | +37.6% | -25.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 1y: compounded portfolio wealth divided by compounded NVS 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…
1y analysis · Full analysis span regression · 6 months rolling