+911.9%
NVDA vs KHC
-14.2%
+926.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -1.1% |
| 7D | -0.3% | -4.8% | +4.5% | -1.2% |
| 30D | +2.8% | +0.3% | +2.5% | +2.9% |
| 3M | +7.4% | +6.7% | +0.7% | +9.0% |
| 6M | +22.6% | +4.2% | +18.4% | +24.0% |
| YTD | +20.1% | +6.7% | +13.3% | +22.2% |
| 1Y | +31.2% | -1.4% | +32.6% | +32.1% |
| 3Y | +391.7% | -11.8% | +403.5% | +385.9% |
| 5Y | +911.9% | -13.4% | +925.2% | +951.4% |
| All | +911.9% | -14.2% | +926.1% | +951.4% |
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