+355.2%
NEE vs KHC
-42.4%
+397.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -3.4% | -3.3% | 0.0% | -2.4% |
| 30D | +9.0% | +9.1% | -0.1% | +6.2% |
| 3M | +0.2% | +1.4% | -1.2% | -0.4% |
| 6M | -8.5% | +8.4% | -16.8% | -11.3% |
| YTD | +8.6% | +6.2% | +2.4% | +5.5% |
| 1Y | +2.2% | +5.7% | -3.5% | -0.7% |
| 3Y | +69.1% | -12.0% | +81.1% | +72.3% |
| 5Y | +13.0% | -15.3% | +28.4% | +15.6% |
| 10Y | +288.0% | -51.8% | +339.9% | +304.2% |
| All | +355.2% | -42.4% | +397.6% | +346.2% |
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 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