+300.2%
NEM vs KHC
-54.5%
+354.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -3.3% | -2.5% | -0.8% | -3.0% |
| 30D | +7.8% | +0.5% | +7.3% | +7.7% |
| 3M | +36.3% | +3.0% | +33.2% | +35.2% |
| 6M | +6.6% | +6.6% | -0.1% | +5.1% |
| YTD | +27.1% | +5.8% | +21.4% | +25.4% |
| 1Y | +62.3% | -2.2% | +64.6% | +61.8% |
| 3Y | +245.1% | -12.5% | +257.6% | +247.6% |
| 5Y | +154.0% | -13.6% | +167.6% | +156.2% |
| All | +300.2% | -54.5% | +354.7% | +348.3% |
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 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