-52.3%
KHC vs XOP
+49.8%
-102.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | +8.1% | -7.3% | +15.4% | +9.3% |
| 3M | 0.0% | +1.4% | -1.4% | -0.4% |
| 6M | +7.9% | +7.8% | +0.2% | +6.0% |
| YTD | +5.3% | +44.5% | -39.3% | -2.1% |
| 1Y | +5.1% | +37.0% | -31.9% | -1.4% |
| 3Y | -12.8% | +40.8% | -53.6% | -19.8% |
| 5Y | -16.2% | +88.7% | -104.9% | -29.5% |
| 10Y | -52.3% | +49.9% | -102.1% | -64.8% |
| All | -52.3% | +49.8% | -102.0% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling