-16.2%
KHC vs NWSA
+18.7%
-34.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -4.6% | -12.2% | +7.6% | -3.0% |
| 30D | +8.1% | -8.7% | +16.8% | +9.4% |
| 3M | 0.0% | -6.0% | +6.0% | +0.8% |
| 6M | +7.9% | -0.3% | +8.3% | +7.7% |
| YTD | +5.3% | +3.5% | +1.8% | +4.4% |
| 1Y | +5.1% | +0.8% | +4.4% | +4.6% |
| 3Y | -12.8% | +31.1% | -43.9% | -15.3% |
| 5Y | -16.2% | +18.8% | -35.0% | -18.4% |
| All | -16.2% | +18.7% | -34.9% | -18.4% |
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