-16.2%
KHC vs NVTS
-40.8%
+24.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.2% | +0.2% |
| 7D | -4.6% | +7.9% | -12.5% | -4.4% |
| 30D | +8.1% | +0.8% | +7.3% | +8.3% |
| 3M | 0.0% | -26.0% | +26.0% | -0.2% |
| 6M | +7.9% | -55.5% | +63.5% | +7.3% |
| YTD | +5.3% | +41.0% | -35.8% | +6.0% |
| 1Y | +5.1% | +10.4% | -5.3% | +5.7% |
| 3Y | -12.8% | +60.9% | -73.7% | -12.1% |
| 5Y | -16.2% | -42.8% | +26.6% | -15.3% |
| All | -16.2% | -40.8% | +24.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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