-43.1%
KHC vs XPO
+1,167.5%
-1,210.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -1.2% |
| 7D | -1.8% | +2.4% | -4.2% | -2.0% |
| 30D | -1.9% | -3.5% | +1.7% | -1.6% |
| 3M | +14.4% | -11.9% | +26.3% | +15.8% |
| 6M | +8.7% | -10.0% | +18.7% | +9.5% |
| YTD | +7.8% | +42.1% | -34.3% | +3.0% |
| 1Y | -1.5% | +47.6% | -49.1% | -6.6% |
| 3Y | -9.9% | +153.6% | -163.4% | -21.9% |
| 5Y | -10.7% | +266.5% | -277.2% | -28.4% |
| 10Y | -55.7% | +1,460.4% | -1,516.1% | -72.0% |
| All | -43.1% | +1,167.5% | -1,210.6% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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