+147.0%
NOK vs KHC
-9.8%
+156.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.2% |
| 7D | +5.4% | +2.0% | +3.3% | +5.6% |
| 30D | -14.1% | +10.6% | -24.8% | -13.4% |
| 3M | -23.6% | +0.5% | -24.1% | -23.0% |
| 6M | -45.1% | +12.1% | -57.2% | -45.1% |
| YTD | +24.7% | +8.9% | +15.8% | +24.8% |
| 1Y | +19.0% | +7.5% | +11.5% | +19.4% |
| 3Y | +147.0% | -10.7% | +157.7% | +176.2% |
| All | +147.0% | -9.8% | +156.8% | +176.2% |
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