-43.1%
KHC vs XHB
+210.4%
-253.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | -1.9% | -6.9% | +5.0% | +0.4% |
| 3M | +14.4% | -1.3% | +15.7% | +14.4% |
| 6M | +8.7% | -6.8% | +15.5% | +10.3% |
| YTD | +7.8% | +0.7% | +7.0% | +6.3% |
| 1Y | -1.5% | -11.2% | +9.7% | +1.2% |
| 3Y | -9.9% | +25.3% | -35.2% | -20.1% |
| 5Y | -10.7% | +37.3% | -48.0% | -25.5% |
| 10Y | -55.7% | +211.5% | -267.2% | -76.0% |
| All | -43.1% | +210.4% | -253.6% | -68.9% |
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