-42.5%
KHC vs NWSA
+114.1%
-156.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +1.9% |
| 7D | +2.0% | +2.2% | -0.2% | +1.5% |
| 30D | +10.6% | -8.8% | +19.4% | +12.9% |
| 3M | +0.5% | -6.5% | +7.0% | +1.8% |
| 6M | +12.1% | +1.5% | +10.5% | +11.1% |
| YTD | +8.9% | +4.0% | +4.9% | +7.0% |
| 1Y | +7.5% | +3.4% | +4.0% | +5.7% |
| 3Y | -10.7% | +34.8% | -45.6% | -18.7% |
| 5Y | -13.2% | +18.4% | -31.5% | -20.0% |
| 10Y | -50.6% | +149.2% | -199.8% | -67.1% |
| All | -42.5% | +114.1% | -156.7% | -60.3% |
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