-12.9%
KHC vs XOP
+37.1%
-50.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.1% | -8.4% | +7.2% | -0.6% |
| 30D | +8.8% | -8.4% | +17.2% | +9.3% |
| 3M | -1.2% | +0.2% | -1.4% | -1.4% |
| 6M | +4.6% | +7.2% | -2.6% | +3.6% |
| YTD | +5.1% | +40.8% | -35.7% | +0.9% |
| 1Y | +6.2% | +36.3% | -30.1% | +2.3% |
| 3Y | -12.9% | +37.2% | -50.1% | -17.5% |
| All | -12.9% | +37.1% | -50.0% | -17.5% |
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