-13.4%
KHC vs XHB
+34.8%
-48.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -4.8% | -1.9% | -2.9% | -4.5% |
| 30D | +0.3% | -8.3% | +8.6% | +1.8% |
| 3M | +6.7% | -7.1% | +13.9% | +7.9% |
| 6M | +4.2% | -5.3% | +9.4% | +4.7% |
| YTD | +6.7% | -3.2% | +9.9% | +6.7% |
| 1Y | -1.4% | -13.9% | +12.5% | +0.6% |
| 3Y | -11.8% | +24.9% | -36.7% | -15.7% |
| 5Y | -13.4% | +34.5% | -47.9% | -20.8% |
| All | -13.4% | +34.8% | -48.2% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling