-10.7%
KHC vs XHB
+26.5%
-37.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -0.1% | -9.1% | +9.0% | +1.7% |
| 3M | +8.3% | -2.3% | +10.7% | +8.6% |
| 6M | +5.0% | -4.1% | +9.1% | +5.4% |
| YTD | +8.0% | -1.7% | +9.7% | +7.6% |
| 1Y | -1.1% | -15.1% | +14.0% | +1.6% |
| 3Y | -10.7% | +26.8% | -37.5% | -16.5% |
| All | -10.7% | +26.5% | -37.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling