-10.3%
KHC vs XLB
+36.1%
-46.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +14.4% | +2.0% | +12.4% | +13.6% |
| 6M | +8.7% | +1.8% | +6.9% | +7.8% |
| YTD | +7.8% | +16.6% | -8.8% | +2.1% |
| 1Y | -1.5% | +16.9% | -18.5% | -6.9% |
| 3Y | -9.9% | +32.6% | -42.4% | -18.5% |
| All | -10.3% | +36.1% | -46.4% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling