-19.5%
NOW vs KHC
-12.8%
-6.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.2% |
| 7D | -5.6% | -4.6% | -1.0% | -5.2% |
| 30D | -26.8% | +8.1% | -34.9% | -27.3% |
| 3M | -19.4% | 0.0% | -19.5% | -19.6% |
| 6M | +12.3% | +7.9% | +4.4% | +12.7% |
| YTD | -32.9% | +5.3% | -38.2% | -32.6% |
| 1Y | -40.3% | +5.1% | -45.4% | -40.0% |
| All | -19.5% | -12.8% | -6.7% | -20.7% |
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