-42.5%
KHC vs XEL
+253.3%
-295.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | +2.0% | +2.4% | -0.4% | +0.9% |
| 30D | +10.6% | +8.3% | +2.3% | +6.6% |
| 3M | +0.5% | +4.2% | -3.6% | -1.5% |
| 6M | +12.1% | +3.7% | +8.3% | +9.8% |
| YTD | +8.9% | +13.1% | -4.1% | +2.3% |
| 1Y | +7.5% | +5.0% | +2.5% | +4.4% |
| 3Y | -10.7% | +55.0% | -65.7% | -29.2% |
| 5Y | -13.2% | +51.8% | -65.0% | -31.6% |
| 10Y | -50.6% | +185.6% | -236.2% | -72.8% |
| All | -42.5% | +253.3% | -295.8% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling