+127.6%
NOK vs KHC
-54.5%
+182.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +8.7% | -2.5% | +11.2% | +9.3% |
| 30D | +12.5% | +0.5% | +12.0% | +12.2% |
| 3M | -20.7% | +3.0% | -23.8% | -22.0% |
| 6M | +36.2% | +6.6% | +29.5% | +32.2% |
| YTD | +64.1% | +5.8% | +58.4% | +59.2% |
| 1Y | +132.4% | -2.2% | +134.6% | +130.1% |
| 3Y | +182.9% | -12.5% | +195.4% | +185.4% |
| 5Y | +102.8% | -13.6% | +116.4% | +102.2% |
| All | +127.6% | -54.5% | +182.1% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling