-18.1%
NKE vs KHC
-41.6%
+23.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.0% | -1.8% | -0.2% | -1.5% |
| 30D | -8.6% | -1.9% | -6.7% | -8.1% |
| 3M | -11.0% | +14.4% | -25.4% | -14.6% |
| 6M | -33.2% | +8.7% | -41.9% | -35.0% |
| YTD | -38.1% | +7.8% | -45.9% | -39.8% |
| 1Y | -47.4% | -1.5% | -45.8% | -47.4% |
| 3Y | -59.8% | -9.9% | -49.9% | -59.2% |
| 5Y | -74.2% | -10.7% | -63.5% | -74.1% |
| 10Y | -23.5% | -55.7% | +32.2% | -12.0% |
| All | -18.1% | -41.6% | +23.5% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling