-55.6%
KHC vs XYZ
+610.4%
-666.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.0% | -4.3% | +3.3% | -0.8% |
| 30D | +1.9% | +1.2% | +0.7% | +1.8% |
| 3M | +3.2% | +14.6% | -11.5% | +2.4% |
| 6M | +10.0% | +22.6% | -12.6% | +8.6% |
| YTD | +6.7% | +21.7% | -15.0% | +5.2% |
| 1Y | -0.9% | +6.7% | -7.6% | -1.7% |
| 3Y | -13.6% | +46.8% | -60.4% | -17.3% |
| 5Y | -12.8% | -68.0% | +55.2% | -9.0% |
| All | -55.6% | +610.4% | -666.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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