+327.1%
NET vs KHC
-11.4%
+338.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -2.3% |
| 7D | -7.0% | -3.3% | -3.7% | -7.4% |
| 30D | -4.8% | -3.4% | -1.4% | -5.3% |
| 3M | +3.8% | +12.6% | -8.8% | +5.9% |
| 6M | +50.0% | +7.0% | +43.0% | +52.3% |
| YTD | +41.5% | +6.1% | +35.4% | +43.5% |
| 1Y | +32.8% | -3.1% | +35.9% | +33.2% |
| All | +327.1% | -11.4% | +338.5% | +321.2% |
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