-43.1%
KHC vs NVS
+174.2%
-217.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.2% |
| 7D | -1.8% | +4.0% | -5.8% | -3.6% |
| 30D | -1.9% | +3.6% | -5.5% | -3.6% |
| 3M | +14.4% | +7.8% | +6.6% | +10.1% |
| 6M | +8.7% | -0.2% | +8.9% | +8.2% |
| YTD | +7.8% | +19.6% | -11.8% | -1.6% |
| 1Y | -1.5% | +28.4% | -29.9% | -13.4% |
| 3Y | -9.9% | +76.2% | -86.0% | -32.8% |
| 5Y | -10.7% | +111.1% | -121.8% | -40.2% |
| 10Y | -55.7% | +224.3% | -280.0% | -76.1% |
| All | -43.1% | +174.2% | -217.3% | -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