-26.4%
NOW vs KHC
-16.5%
-9.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | -3.0% | +1.1% | -4.1% | -3.1% |
| 30D | -26.0% | +12.0% | -38.0% | -26.6% |
| 3M | -13.1% | +0.2% | -13.3% | -13.2% |
| 6M | +14.5% | +10.3% | +4.2% | +14.4% |
| YTD | -33.4% | +6.7% | -40.2% | -33.4% |
| 1Y | -40.6% | +10.9% | -51.5% | -40.6% |
| 3Y | -16.3% | -12.6% | -3.7% | -17.2% |
| All | -26.4% | -16.5% | -9.8% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling