+32.6%
NET vs KHC
-12.4%
+44.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.3% | -2.0% |
| 7D | -16.4% | +6.6% | -23.0% | -15.4% |
| 30D | -25.8% | +16.5% | -42.3% | -24.0% |
| 3M | -11.5% | -3.0% | -8.6% | -11.4% |
| 6M | +18.9% | +17.4% | +1.5% | +22.3% |
| YTD | +35.2% | +10.3% | +24.9% | +38.4% |
| 1Y | +14.5% | +12.5% | +2.0% | +17.4% |
| 3Y | +313.8% | -9.6% | +323.4% | +315.1% |
| 5Y | +32.6% | -12.0% | +44.5% | +61.1% |
| All | +32.6% | -12.4% | +44.9% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling