-44.5%
KHC vs XLRE
+111.8%
-156.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -0.1% | -2.4% | +2.3% | +1.3% |
| 3M | +8.3% | +0.6% | +7.8% | +8.1% |
| 6M | +5.0% | +3.9% | +1.0% | +2.7% |
| YTD | +8.0% | +10.5% | -2.5% | +2.0% |
| 1Y | -1.1% | +8.4% | -9.5% | -5.6% |
| 3Y | -10.7% | +32.8% | -43.5% | -24.5% |
| 5Y | -13.5% | +7.0% | -20.6% | -18.6% |
| 10Y | -55.4% | +83.8% | -139.2% | -71.8% |
| All | -44.5% | +111.8% | -156.4% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling