-55.6%
KHC vs XLRE
+89.0%
-144.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | +1.9% | -2.4% | +4.3% | +3.3% |
| 3M | +3.2% | -2.5% | +5.7% | +4.7% |
| 6M | +10.0% | +4.0% | +6.0% | +7.6% |
| YTD | +6.7% | +9.3% | -2.6% | +1.5% |
| 1Y | -0.9% | +5.6% | -6.5% | -3.9% |
| 3Y | -13.6% | +31.3% | -44.8% | -26.2% |
| 5Y | -12.8% | +9.5% | -22.4% | -19.1% |
| All | -55.6% | +89.0% | -144.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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