-54.3%
KHC vs XHB
+202.9%
-257.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -4.8% | -1.9% | -2.9% | -4.2% |
| 30D | +0.3% | -8.3% | +8.6% | +2.9% |
| 3M | +6.7% | -7.1% | +13.9% | +8.8% |
| 6M | +4.2% | -5.3% | +9.4% | +5.1% |
| YTD | +6.7% | -3.2% | +9.9% | +6.6% |
| 1Y | -1.4% | -13.9% | +12.5% | +2.1% |
| 3Y | -11.8% | +24.9% | -36.7% | -21.2% |
| 5Y | -13.4% | +34.5% | -47.9% | -26.5% |
| 10Y | -54.3% | +215.5% | -269.7% | -72.1% |
| All | -54.3% | +202.9% | -257.2% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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