-13.4%
KHC vs NWSA
+40.1%
-53.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.8% | -3.1% | -1.7% | -4.4% |
| 30D | +0.3% | +4.3% | -4.0% | -0.3% |
| 3M | +6.7% | +9.2% | -2.5% | +5.3% |
| 6M | +4.2% | +21.6% | -17.4% | +1.4% |
| YTD | +6.7% | +14.2% | -7.5% | +4.6% |
| 1Y | -1.4% | +1.8% | -3.2% | -2.3% |
| 3Y | -11.8% | +44.4% | -56.2% | -15.5% |
| 5Y | -13.4% | +41.0% | -54.3% | -17.6% |
| All | -13.4% | +40.1% | -53.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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