-42.5%
KHC vs NVS
+175.1%
-217.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +2.0% | -1.3% | +3.3% | +2.6% |
| 30D | +10.6% | +9.3% | +1.3% | +6.5% |
| 3M | +0.5% | +5.8% | -5.3% | -2.9% |
| 6M | +12.1% | +7.2% | +4.9% | +7.3% |
| YTD | +8.9% | +20.0% | -11.1% | -1.5% |
| 1Y | +7.5% | +25.4% | -17.9% | -4.9% |
| 3Y | -10.7% | +89.2% | -99.9% | -36.1% |
| 5Y | -13.2% | +134.6% | -147.8% | -45.4% |
| 10Y | -50.6% | +251.4% | -302.0% | -74.6% |
| All | -42.5% | +175.1% | -217.6% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling