-52.4%
KHC vs XOP
+44.9%
-97.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.1% | -8.4% | +7.2% | +0.2% |
| 30D | +8.8% | -8.4% | +17.2% | +10.2% |
| 3M | -1.2% | +0.2% | -1.4% | -1.5% |
| 6M | +4.6% | +7.2% | -2.6% | +2.9% |
| YTD | +5.1% | +40.8% | -35.7% | -1.8% |
| 1Y | +6.2% | +36.3% | -30.1% | -0.3% |
| 3Y | -12.9% | +37.2% | -50.1% | -19.5% |
| 5Y | -16.8% | +86.6% | -103.4% | -29.9% |
| 10Y | -52.4% | +44.0% | -96.5% | -64.9% |
| All | -52.4% | +44.9% | -97.4% | -64.9% |
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