+590.5%
NEM vs KHC
-41.6%
+632.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | +23.1% | -1.9% | +25.0% | +23.3% |
| 3M | +18.5% | +14.4% | +4.1% | +15.9% |
| 6M | +7.8% | +8.7% | -0.9% | +6.0% |
| YTD | +29.1% | +7.8% | +21.3% | +27.1% |
| 1Y | +72.7% | -1.5% | +74.2% | +72.0% |
| 3Y | +248.7% | -9.9% | +258.6% | +249.9% |
| 5Y | +148.7% | -10.7% | +159.4% | +149.8% |
| 10Y | +304.8% | -55.7% | +360.5% | +338.5% |
| All | +590.5% | -41.6% | +632.1% | +611.0% |
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