+1,022.8%
NBIS vs KHC
-22.9%
+1,045.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -0.8% |
| 7D | -0.8% | -1.0% | +0.2% | -1.7% |
| 30D | -13.4% | +1.9% | -15.3% | -11.6% |
| 3M | +1.0% | +3.2% | -2.2% | +6.5% |
| 6M | +100.5% | +10.0% | +90.5% | +122.4% |
| YTD | +168.3% | +6.7% | +161.6% | +196.5% |
| 1Y | +151.8% | -0.9% | +152.7% | +168.2% |
| All | +1,022.8% | -22.9% | +1,045.7% | +1,191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling