+322.4%
NET vs KHC
-9.8%
+332.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.3% | -1.8% |
| 7D | -16.4% | +6.6% | -23.0% | -15.2% |
| 30D | -25.8% | +16.5% | -42.3% | -23.7% |
| 3M | -11.5% | -3.0% | -8.6% | -11.3% |
| 6M | +18.9% | +17.4% | +1.5% | +22.9% |
| YTD | +35.2% | +10.3% | +24.9% | +39.1% |
| 1Y | +14.5% | +12.5% | +2.0% | +18.0% |
| All | +322.4% | -9.8% | +332.2% | +310.6% |
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