+7,836.4%
NVDA vs KHC
-50.5%
+7,886.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | -12.7% | +2.0% | -14.8% | -13.0% |
| 30D | -26.4% | +10.6% | -37.0% | -27.9% |
| 3M | -27.6% | +0.5% | -28.2% | -27.9% |
| 6M | -27.7% | +12.1% | -39.8% | -29.8% |
| YTD | -12.5% | +8.9% | -21.4% | -14.9% |
| 1Y | -12.6% | +7.5% | -20.1% | -14.9% |
| 3Y | +235.9% | -10.7% | +246.7% | +232.2% |
| 5Y | +438.2% | -13.2% | +451.4% | +424.5% |
| All | +7,836.4% | -50.5% | +7,886.9% | +7,113.9% |
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