-31.7%
NKE vs KHC
+11.6%
-43.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.5% | +3.7% |
| 7D | +9.0% | +6.6% | +2.4% | +6.2% |
| 30D | +19.2% | +16.5% | +2.7% | +12.2% |
| 3M | -1.5% | -3.0% | +1.5% | -1.0% |
| 6M | -4.2% | +17.4% | -21.6% | -9.0% |
| YTD | -34.8% | +10.3% | -45.1% | -36.9% |
| 1Y | -31.7% | +12.5% | -44.2% | -34.5% |
| All | -31.7% | +11.6% | -43.3% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling