-13.5%
KHC vs XEL
+47.8%
-61.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -4.8% | +0.9% | -5.7% | -5.1% |
| 30D | +0.3% | -0.9% | +1.2% | +0.5% |
| 3M | +6.7% | -1.4% | +8.1% | +7.2% |
| 6M | +4.2% | -5.8% | +10.0% | +6.1% |
| YTD | +6.7% | +4.7% | +2.0% | +4.8% |
| 1Y | -1.4% | +9.1% | -10.5% | -4.9% |
| All | -13.5% | +47.8% | -61.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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