-54.3%
KHC vs XLB
+158.8%
-213.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -4.8% | -2.9% | -1.8% | -3.4% |
| 30D | +0.3% | -3.4% | +3.7% | +2.0% |
| 3M | +6.7% | +1.6% | +5.1% | +5.7% |
| 6M | +4.2% | +3.6% | +0.5% | +1.8% |
| YTD | +6.7% | +14.2% | -7.5% | -0.9% |
| 1Y | -1.4% | +15.6% | -17.0% | -9.1% |
| 3Y | -11.8% | +33.1% | -44.9% | -25.2% |
| 5Y | -13.4% | +35.0% | -48.4% | -28.7% |
| 10Y | -54.3% | +164.5% | -218.8% | -74.7% |
| All | -54.3% | +158.8% | -213.0% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling