-54.1%
KHC vs XRT
+163.3%
-217.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.4% | -1.9% |
| 7D | -2.0% | +2.5% | -4.5% | -2.8% |
| 30D | +9.7% | +10.3% | -0.7% | +6.4% |
| 3M | -2.0% | +2.4% | -4.4% | -2.8% |
| 6M | +5.4% | +10.0% | -4.6% | +2.5% |
| YTD | +5.9% | +9.5% | -3.6% | +2.8% |
| 1Y | +7.5% | +17.2% | -9.7% | +2.2% |
| 3Y | -12.4% | +62.0% | -74.4% | -25.6% |
| 5Y | -15.8% | -2.1% | -13.7% | -16.8% |
| 10Y | -54.1% | +152.6% | -206.6% | -73.1% |
| All | -54.1% | +163.3% | -217.4% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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