+71.0%
NEE vs KHC
-12.8%
+83.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | +2.3% | -1.1% | +3.4% | +2.6% |
| 30D | +11.5% | +8.8% | +2.6% | +9.2% |
| 3M | +2.6% | -1.2% | +3.8% | +2.7% |
| 6M | -6.0% | +4.6% | -10.6% | -7.6% |
| YTD | +9.8% | +5.1% | +4.7% | +7.4% |
| 1Y | +4.7% | +6.2% | -1.5% | +2.0% |
| 3Y | +71.0% | -12.9% | +83.9% | +70.7% |
| All | +71.0% | -12.8% | +83.9% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling