-55.6%
KHC vs NVS
+179.5%
-235.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.0% | -14.3% | +13.3% | +4.8% |
| 30D | +1.9% | -10.0% | +11.8% | +5.4% |
| 3M | +3.2% | -10.9% | +14.1% | +7.1% |
| 6M | +10.0% | -12.0% | +21.9% | +14.4% |
| YTD | +6.7% | +2.5% | +4.2% | +3.3% |
| 1Y | -0.9% | +10.7% | -11.6% | -7.6% |
| 3Y | -13.6% | +53.3% | -66.9% | -31.7% |
| 5Y | -12.8% | +93.6% | -106.4% | -39.9% |
| All | -55.6% | +179.5% | -235.2% | -72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling