-13.4%
KHC vs XME
+183.2%
-196.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.1% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | +0.3% | +1.4% | -1.1% | +0.2% |
| 3M | +6.7% | +2.7% | +4.0% | +6.5% |
| 6M | +4.2% | +6.5% | -2.4% | +3.4% |
| YTD | +6.7% | +15.2% | -8.4% | +5.0% |
| 1Y | -1.4% | +43.5% | -44.9% | -5.5% |
| 3Y | -11.8% | +135.9% | -147.6% | -20.4% |
| 5Y | -13.4% | +181.5% | -194.8% | -24.5% |
| All | -13.4% | +183.2% | -196.6% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling