+246.3%
NEE vs KHC
-54.1%
+300.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.5% | -4.8% | +4.2% | +0.9% |
| 30D | -1.7% | +0.3% | -2.0% | -1.9% |
| 3M | -1.8% | +6.7% | -8.6% | -4.2% |
| 6M | -8.8% | +4.2% | -13.0% | -10.6% |
| YTD | +5.2% | +6.7% | -1.5% | +2.1% |
| 1Y | +21.3% | -1.4% | +22.8% | +20.5% |
| 3Y | +35.2% | -11.8% | +47.0% | +37.8% |
| 5Y | +10.1% | -13.4% | +23.5% | +11.9% |
| All | +246.3% | -54.1% | +300.3% | +255.1% |
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