-44.2%
KHC vs NYT
+448.0%
-492.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | +0.5% | +4.5% | -3.9% | -0.2% |
| 3M | +3.0% | -8.5% | +11.6% | +4.4% |
| 6M | +6.6% | -15.1% | +21.7% | +9.0% |
| YTD | +5.8% | -3.3% | +9.1% | +5.8% |
| 1Y | -2.2% | +17.0% | -19.2% | -5.3% |
| 3Y | -12.5% | +55.7% | -68.2% | -19.9% |
| 5Y | -13.6% | +38.9% | -52.4% | -20.3% |
| 10Y | -54.7% | +485.3% | -540.0% | -71.0% |
| All | -44.2% | +448.0% | -492.2% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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