+396.3%
NVDA vs KHC
-9.9%
+406.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +3.8% | -2.2% | +6.0% | +3.2% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | +8.2% | +8.3% | -0.2% | +11.1% |
| 6M | +27.1% | +5.0% | +22.1% | +29.5% |
| YTD | +21.2% | +8.0% | +13.2% | +24.9% |
| 1Y | +34.3% | -1.1% | +35.4% | +35.5% |
| 3Y | +396.3% | -10.7% | +407.0% | +381.1% |
| All | +396.3% | -9.9% | +406.2% | +381.1% |
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