-13.7%
KHC vs XME
+100.3%
-114.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -4.6% | +1.5% | -6.1% | -4.6% |
| 30D | +8.1% | -7.3% | +15.4% | +8.2% |
| 3M | 0.0% | -17.4% | +17.5% | +0.2% |
| 6M | +7.9% | -21.8% | +29.8% | +8.7% |
| YTD | +5.3% | -6.0% | +11.2% | +4.6% |
| 1Y | +5.1% | +3.8% | +1.3% | +3.6% |
| All | -13.7% | +100.3% | -114.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling