-42.5%
KHC vs XHB
+208.6%
-251.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.8% | +2.3% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | +10.6% | +9.9% | +0.7% | +7.2% |
| 3M | +0.5% | -6.3% | +6.8% | +2.5% |
| 6M | +12.1% | +3.8% | +8.2% | +10.0% |
| YTD | +8.9% | +0.1% | +8.8% | +7.4% |
| 1Y | +7.5% | -0.8% | +8.3% | +6.3% |
| 3Y | -10.7% | +35.6% | -46.3% | -23.1% |
| 5Y | -13.2% | +29.6% | -42.7% | -25.6% |
| 10Y | -50.6% | +237.5% | -288.1% | -74.6% |
| All | -42.5% | +208.6% | -251.1% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling