+499.2%
NOW vs KHC
-53.9%
+553.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.1% |
| 7D | -3.0% | +1.1% | -4.1% | -3.2% |
| 30D | -26.0% | +12.0% | -38.0% | -27.6% |
| 3M | -13.1% | +0.2% | -13.3% | -13.3% |
| 6M | +14.5% | +10.3% | +4.2% | +12.5% |
| YTD | -33.4% | +6.7% | -40.2% | -34.4% |
| 1Y | -40.6% | +10.9% | -51.5% | -41.9% |
| 3Y | -16.3% | -12.6% | -3.7% | -15.9% |
| 5Y | -26.3% | -16.3% | -10.0% | -26.2% |
| All | +499.2% | -53.9% | +553.1% | +518.2% |
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 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