+514.0%
NOW vs KHC
-50.5%
+564.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.1% |
| 7D | +0.3% | +2.0% | -1.8% | -0.1% |
| 30D | -27.0% | +10.6% | -37.6% | -28.3% |
| 3M | -19.6% | +0.5% | -20.2% | -19.9% |
| 6M | +17.5% | +12.1% | +5.4% | +15.1% |
| YTD | -33.3% | +8.9% | -42.2% | -34.4% |
| 1Y | -39.8% | +7.5% | -47.3% | -40.8% |
| 3Y | -19.9% | -10.7% | -9.2% | -19.8% |
| 5Y | -26.1% | -13.2% | -12.9% | -26.5% |
| All | +514.0% | -50.5% | +564.5% | +511.9% |
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