+1,449.6%
NET vs KHC
+20.6%
+1,429.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -7.0% | -1.8% | -5.2% | -6.9% |
| 30D | -4.8% | -1.9% | -2.9% | -4.8% |
| 3M | +3.8% | +14.4% | -10.6% | +3.2% |
| 6M | +50.0% | +8.7% | +41.3% | +49.3% |
| YTD | +41.5% | +7.8% | +33.7% | +40.9% |
| 1Y | +32.8% | -1.5% | +34.3% | +32.9% |
| 3Y | +335.9% | -9.9% | +345.7% | +335.0% |
| 5Y | +113.8% | -10.7% | +124.6% | +112.3% |
| All | +1,449.6% | +20.6% | +1,429.0% | +1,263.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling