-13.4%
KHC vs XYZ
-69.0%
+55.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -4.8% | -3.7% | -1.1% | -4.7% |
| 30D | +0.3% | +0.5% | -0.2% | +0.3% |
| 3M | +6.7% | +16.3% | -9.6% | +6.5% |
| 6M | +4.2% | +21.1% | -17.0% | +3.9% |
| YTD | +6.7% | +22.0% | -15.2% | +6.4% |
| 1Y | -1.4% | +5.2% | -6.6% | -1.6% |
| 3Y | -11.8% | +49.6% | -61.3% | -12.6% |
| 5Y | -13.4% | -68.4% | +55.1% | -17.0% |
| All | -13.4% | -69.0% | +55.6% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling