-44.5%
KHC vs XRT
+121.4%
-165.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.6% | -1.4% | -3.2% | -4.2% |
| 30D | +8.1% | +9.8% | -1.7% | +4.9% |
| 3M | 0.0% | +3.3% | -3.2% | -1.1% |
| 6M | +7.9% | +13.6% | -5.7% | +3.7% |
| YTD | +5.3% | +9.1% | -3.8% | +2.1% |
| 1Y | +5.1% | +15.1% | -9.9% | +0.2% |
| 3Y | -12.8% | +59.9% | -72.7% | -26.5% |
| 5Y | -16.2% | -1.7% | -14.5% | -17.6% |
| 10Y | -52.3% | +141.1% | -193.4% | -72.5% |
| All | -44.5% | +121.4% | -165.9% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling