-13.6%
KHC vs NVS
+92.5%
-106.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.5% | -15.7% | +13.2% | +2.0% |
| 30D | +0.5% | -11.1% | +11.6% | +3.3% |
| 3M | +3.0% | -7.2% | +10.2% | +4.3% |
| 6M | +6.6% | -12.3% | +19.0% | +9.9% |
| YTD | +5.8% | +2.8% | +3.0% | +3.1% |
| 1Y | -2.2% | +11.9% | -14.2% | -7.7% |
| 3Y | -12.5% | +55.1% | -67.6% | -26.5% |
| 5Y | -13.6% | +94.1% | -107.6% | -33.4% |
| All | -13.6% | +92.5% | -106.1% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling