+112.5%
NET vs KHC
-11.8%
+124.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.2% |
| 3M | +3.8% | +12.6% | -8.8% | +5.8% |
| 6M | +50.0% | +7.0% | +43.0% | +52.2% |
| YTD | +41.5% | +6.1% | +35.4% | +43.4% |
| 1Y | +32.8% | -3.1% | +35.9% | +33.1% |
| 3Y | +335.9% | -11.3% | +347.2% | +333.7% |
| All | +112.5% | -11.8% | +124.3% | +144.3% |
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