+546.7%
NEM vs KHC
-43.0%
+589.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.4% | -4.1% |
| 7D | +11.6% | -1.1% | +12.8% | +11.8% |
| 30D | +1.8% | +8.8% | -7.0% | +0.7% |
| 3M | +2.5% | -1.2% | +3.7% | +2.5% |
| 6M | +3.4% | +4.6% | -1.2% | +2.3% |
| YTD | +20.9% | +5.1% | +15.8% | +19.3% |
| 1Y | +37.2% | +6.2% | +31.0% | +35.2% |
| 3Y | +271.6% | -12.9% | +284.5% | +274.5% |
| 5Y | +136.6% | -16.8% | +153.4% | +139.5% |
| 10Y | +342.6% | -52.4% | +395.1% | +375.5% |
| All | +546.7% | -43.0% | +589.7% | +567.5% |
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