+247.7%
NEM vs KHC
-9.9%
+257.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.9% | -2.2% | +6.1% | +4.0% |
| 30D | +12.7% | -0.1% | +12.8% | +12.7% |
| 3M | +28.7% | +8.3% | +20.3% | +27.1% |
| 6M | +9.8% | +5.0% | +4.8% | +8.7% |
| YTD | +28.1% | +8.0% | +20.1% | +26.5% |
| 1Y | +69.3% | -1.1% | +70.4% | +69.3% |
| 3Y | +247.7% | -10.7% | +258.4% | +252.2% |
| All | +247.7% | -9.9% | +257.6% | +252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling