+14,551.4%
NVDA vs KHC
-54.5%
+14,605.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -4.3% | -2.5% | -1.8% | -3.8% |
| 30D | +0.5% | +0.5% | 0.0% | +0.3% |
| 3M | +9.1% | +3.0% | +6.0% | +7.9% |
| 6M | +18.5% | +6.6% | +11.8% | +16.1% |
| YTD | +17.4% | +5.8% | +11.6% | +14.9% |
| 1Y | +23.4% | -2.2% | +25.7% | +22.7% |
| 3Y | +380.6% | -12.5% | +393.1% | +376.3% |
| 5Y | +875.7% | -13.6% | +889.3% | +847.0% |
| All | +14,551.4% | -54.5% | +14,605.9% | +14,652.7% |
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