-43.1%
KHC vs XEL
+225.2%
-268.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -1.8% | -1.0% | -0.8% | -1.3% |
| 30D | -1.9% | -1.9% | 0.0% | -1.1% |
| 3M | +14.4% | -1.9% | +16.3% | +15.2% |
| 6M | +8.7% | -7.4% | +16.2% | +12.3% |
| YTD | +7.8% | +4.1% | +3.7% | +5.2% |
| 1Y | -1.5% | +8.0% | -9.6% | -5.9% |
| 3Y | -9.9% | +48.4% | -58.3% | -27.3% |
| 5Y | -10.7% | +27.2% | -38.0% | -23.3% |
| 10Y | -55.7% | +146.8% | -202.5% | -73.8% |
| All | -43.1% | +225.2% | -268.3% | -72.3% |
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