+184.5%
NOK vs KHC
-12.1%
+196.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | +9.3% | -4.8% | +14.1% | +9.2% |
| 30D | +17.9% | +0.3% | +17.6% | +17.9% |
| 3M | -22.3% | +6.7% | -29.0% | -22.8% |
| 6M | +36.4% | +4.2% | +32.2% | +36.0% |
| YTD | +66.3% | +6.7% | +59.6% | +64.9% |
| 1Y | +134.4% | -1.4% | +135.8% | +136.1% |
| All | +184.5% | -12.1% | +196.5% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling