-43.1%
KHC vs XLB
+172.0%
-215.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.1% |
| 30D | -1.9% | -0.4% | -1.5% | -1.7% |
| 3M | +14.4% | +2.0% | +12.4% | +13.0% |
| 6M | +8.7% | +1.8% | +6.9% | +7.2% |
| YTD | +7.8% | +16.6% | -8.8% | -1.0% |
| 1Y | -1.5% | +16.9% | -18.5% | -9.8% |
| 3Y | -9.9% | +32.6% | -42.4% | -23.5% |
| 5Y | -10.7% | +35.6% | -46.4% | -26.8% |
| 10Y | -55.7% | +160.0% | -215.7% | -76.7% |
| All | -43.1% | +172.0% | -215.1% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling