-10.7%
KHC vs XYL
+18.1%
-28.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.1% |
| 7D | -2.2% | +1.8% | -4.0% | -2.4% |
| 30D | -0.1% | -9.2% | +9.1% | +0.9% |
| 3M | +8.3% | -0.3% | +8.6% | +8.6% |
| 6M | +5.0% | -11.0% | +15.9% | +6.0% |
| YTD | +8.0% | -19.2% | +27.2% | +9.7% |
| 1Y | -1.1% | -21.2% | +20.1% | +0.6% |
| 3Y | -10.7% | +18.6% | -29.3% | -12.4% |
| All | -10.7% | +18.1% | -28.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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