+72.7%
NEM vs KHC
-3.0%
+75.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -2.0% |
| 7D | +0.3% | -3.3% | +3.6% | 0.0% |
| 30D | +23.1% | -3.4% | +26.5% | +22.6% |
| 3M | +18.5% | +12.6% | +5.9% | +17.5% |
| 6M | +7.8% | +7.0% | +0.8% | +6.8% |
| YTD | +29.1% | +6.1% | +23.0% | +29.1% |
| 1Y | +72.7% | -3.1% | +75.7% | +75.3% |
| All | +72.7% | -3.0% | +75.7% | +75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling