-10.7%
KHC vs XYZ
+43.0%
-53.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -2.2% | +2.9% | -5.1% | -2.3% |
| 30D | -0.1% | +1.4% | -1.5% | -0.2% |
| 3M | +8.3% | +14.6% | -6.2% | +8.0% |
| 6M | +5.0% | +20.8% | -15.8% | +4.5% |
| YTD | +8.0% | +23.1% | -15.1% | +7.3% |
| 1Y | -1.1% | +5.6% | -6.7% | -1.4% |
| 3Y | -10.7% | +50.9% | -61.6% | -17.1% |
| All | -10.7% | +43.0% | -53.8% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling