-14.1%
KHC vs XHB
+28.9%
-43.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.4% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | +10.6% | +9.9% | +0.7% | +8.8% |
| 3M | +0.5% | -6.3% | +6.8% | +1.5% |
| 6M | +12.1% | +3.8% | +8.2% | +11.0% |
| YTD | +8.9% | +0.1% | +8.8% | +8.2% |
| 1Y | +7.5% | -0.8% | +8.3% | +6.9% |
| 3Y | -10.7% | +35.6% | -46.3% | -15.5% |
| All | -14.1% | +28.9% | -43.0% | -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