-44.0%
KHC vs XYL
+198.3%
-242.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -3.3% | -6.0% | +2.7% | -1.6% |
| 30D | +9.1% | -8.3% | +17.4% | +11.5% |
| 3M | +1.4% | -22.6% | +24.0% | +8.6% |
| 6M | +8.4% | -15.0% | +23.4% | +12.8% |
| YTD | +6.2% | -30.2% | +36.4% | +16.2% |
| 1Y | +5.7% | -36.4% | +42.1% | +18.9% |
| 3Y | -12.0% | -0.9% | -11.2% | -15.8% |
| 5Y | -15.3% | -23.4% | +8.0% | -13.0% |
| 10Y | -51.8% | +100.9% | -152.8% | -68.1% |
| All | -44.0% | +198.3% | -242.3% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling