+345.2%
NEE vs KHC
-41.6%
+386.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +1.9% | -1.8% | +3.7% | +2.4% |
| 30D | -2.2% | -1.9% | -0.3% | -1.7% |
| 3M | -1.2% | +14.4% | -15.6% | -5.6% |
| 6M | -8.6% | +8.7% | -17.3% | -11.6% |
| YTD | +6.2% | +7.8% | -1.6% | +2.7% |
| 1Y | +21.1% | -1.5% | +22.6% | +20.3% |
| 3Y | +36.4% | -9.9% | +46.3% | +38.1% |
| 5Y | +11.4% | -10.7% | +22.1% | +12.1% |
| 10Y | +250.0% | -55.7% | +305.7% | +275.8% |
| All | +345.2% | -41.6% | +386.8% | +334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling