-13.6%
KHC vs XYL
-15.8%
+2.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +0.5% | -13.2% | +13.7% | +2.5% |
| 3M | +3.0% | -0.2% | +3.2% | +3.2% |
| 6M | +6.6% | -12.5% | +19.1% | +8.4% |
| YTD | +5.8% | -20.9% | +26.7% | +8.7% |
| 1Y | -2.2% | -21.6% | +19.3% | +0.5% |
| 3Y | -12.5% | +16.1% | -28.7% | -16.6% |
| 5Y | -13.6% | -15.6% | +2.0% | -16.5% |
| All | -13.6% | -15.8% | +2.2% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling