+475.8%
NVDA vs KHC
-16.9%
+492.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.6% |
| 7D | -18.3% | -1.1% | -17.1% | -18.4% |
| 30D | -26.3% | +8.8% | -35.2% | -25.0% |
| 3M | -22.3% | -1.2% | -21.1% | -22.1% |
| 6M | -21.3% | +4.6% | -26.0% | -20.2% |
| YTD | -9.2% | +5.1% | -14.4% | -7.6% |
| 1Y | -14.9% | +6.2% | -21.2% | -13.2% |
| 3Y | +250.5% | -12.9% | +263.4% | +246.5% |
| 5Y | +475.8% | -16.8% | +492.6% | +518.3% |
| All | +475.8% | -16.9% | +492.8% | +518.3% |
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