-43.1%
KHC vs XME
+484.0%
-527.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | -1.9% | +6.0% | -7.9% | -3.0% |
| 3M | +14.4% | -7.7% | +22.1% | +15.6% |
| 6M | +8.7% | +1.0% | +7.8% | +7.5% |
| YTD | +7.8% | +14.6% | -6.9% | +3.6% |
| 1Y | -1.5% | +46.0% | -47.5% | -10.4% |
| 3Y | -9.9% | +127.0% | -136.9% | -26.5% |
| 5Y | -10.7% | +175.8% | -186.5% | -32.6% |
| 10Y | -55.7% | +414.6% | -470.3% | -73.8% |
| All | -43.1% | +484.0% | -527.1% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling