+45.4%
NU vs KHC
-6.1%
+51.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -4.2% | -2.5% | -1.7% | -4.2% |
| 30D | +10.0% | +0.5% | +9.5% | +10.1% |
| 3M | +29.3% | +3.0% | +26.2% | +29.2% |
| 6M | +0.9% | +6.6% | -5.7% | +1.0% |
| YTD | -10.3% | +5.8% | -16.1% | -10.2% |
| 1Y | -3.2% | -2.2% | -0.9% | -3.0% |
| 3Y | +120.6% | -12.5% | +133.1% | +119.2% |
| All | +45.4% | -6.1% | +51.5% | +40.7% |
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 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