-10.7%
KHC vs XOP
+36.7%
-47.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -0.1% | +16.5% | -16.6% | -1.3% |
| 3M | +8.3% | +15.7% | -7.4% | +7.0% |
| 6M | +5.0% | +19.2% | -14.2% | +3.1% |
| YTD | +8.0% | +55.0% | -47.0% | +3.0% |
| 1Y | -1.1% | +54.2% | -55.3% | -5.7% |
| 3Y | -10.7% | +35.9% | -46.6% | -16.4% |
| All | -10.7% | +36.7% | -47.4% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling