+22.2%
NEM vs KHC
+5.9%
+16.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.9% |
| 7D | -5.9% | -3.3% | -2.6% | -6.0% |
| 30D | -2.6% | +9.1% | -11.7% | -1.9% |
| 3M | -4.2% | +1.4% | -5.6% | -4.2% |
| 6M | -5.5% | +8.4% | -13.8% | -6.2% |
| YTD | +13.5% | +6.2% | +7.4% | +13.1% |
| 1Y | +22.2% | +5.7% | +16.5% | +21.4% |
| All | +22.2% | +5.9% | +16.2% | +21.4% |
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