-44.5%
KHC vs NWSA
+113.0%
-157.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -4.6% | -12.2% | +7.6% | -1.8% |
| 30D | +8.1% | -8.7% | +16.8% | +10.3% |
| 3M | 0.0% | -6.0% | +6.0% | +1.2% |
| 6M | +7.9% | -0.3% | +8.3% | +7.5% |
| YTD | +5.3% | +3.5% | +1.8% | +3.6% |
| 1Y | +5.1% | +0.8% | +4.4% | +4.1% |
| 3Y | -12.8% | +31.1% | -43.9% | -20.0% |
| 5Y | -16.2% | +18.8% | -35.0% | -22.9% |
| 10Y | -52.3% | +147.9% | -200.1% | -68.1% |
| All | -44.5% | +113.0% | -157.5% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling