+114.0%
NVO vs KHC
-41.4%
+155.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.5% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | +11.5% | +8.3% | +3.2% | +9.9% |
| 6M | +22.9% | +5.0% | +17.9% | +21.6% |
| YTD | -6.8% | +8.0% | -14.8% | -8.5% |
| 1Y | -12.6% | -1.1% | -11.6% | -12.9% |
| 3Y | -49.6% | -10.7% | -38.9% | -49.4% |
| 5Y | +0.6% | -13.5% | +14.1% | +0.7% |
| 10Y | +148.3% | -55.4% | +203.7% | +172.4% |
| All | +114.0% | -41.4% | +155.4% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling