+212.4%
NXPI vs KHC
-50.5%
+262.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.4% |
| 7D | +6.8% | +2.0% | +4.7% | +6.2% |
| 30D | +20.0% | +10.6% | +9.4% | +16.9% |
| 3M | +14.8% | +0.5% | +14.3% | +14.3% |
| 6M | -10.5% | +12.1% | -22.5% | -13.9% |
| YTD | +23.7% | +8.9% | +14.8% | +19.3% |
| 1Y | +34.1% | +7.5% | +26.6% | +29.6% |
| 3Y | +51.2% | -10.7% | +62.0% | +52.2% |
| 5Y | +33.4% | -13.2% | +46.6% | +33.0% |
| All | +212.4% | -50.5% | +262.9% | +186.1% |
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 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