-13.6%
KHC vs XLRE
+7.1%
-20.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.5% | -2.7% | +0.2% | -1.4% |
| 30D | +0.5% | -2.3% | +2.9% | +1.5% |
| 3M | +3.0% | -3.5% | +6.5% | +4.6% |
| 6M | +6.6% | +1.9% | +4.8% | +5.9% |
| YTD | +5.8% | +8.3% | -2.6% | +2.5% |
| 1Y | -2.2% | +6.4% | -8.6% | -4.6% |
| 3Y | -12.5% | +30.2% | -42.8% | -20.3% |
| 5Y | -13.6% | +8.6% | -22.2% | -16.5% |
| All | -13.6% | +7.1% | -20.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling