-55.4%
KHC vs XRT
+123.1%
-178.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.9% |
| 7D | -2.2% | -0.3% | -2.0% | -2.2% |
| 30D | -0.1% | -5.6% | +5.6% | +1.7% |
| 3M | +8.3% | +2.5% | +5.8% | +7.6% |
| 6M | +5.0% | +3.7% | +1.3% | +3.8% |
| YTD | +8.0% | +1.0% | +7.0% | +7.5% |
| 1Y | -1.1% | -1.2% | +0.1% | -1.0% |
| 3Y | -10.7% | +43.4% | -54.1% | -21.3% |
| 5Y | -13.5% | -0.7% | -12.8% | -15.9% |
| 10Y | -55.4% | +123.7% | -179.1% | -72.6% |
| All | -55.4% | +123.1% | -178.5% | -72.6% |
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