-14.1%
KHC vs NVS
+134.2%
-148.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | +10.6% | +9.3% | +1.3% | +7.8% |
| 3M | +0.5% | +5.8% | -5.3% | -1.8% |
| 6M | +12.1% | +7.2% | +4.9% | +8.8% |
| YTD | +8.9% | +20.0% | -11.1% | +1.5% |
| 1Y | +7.5% | +25.4% | -17.9% | -1.5% |
| 3Y | -10.7% | +89.2% | -99.9% | -29.3% |
| All | -14.1% | +134.2% | -148.3% | -38.0% |
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