-44.3%
KHC vs XYZ
+638.9%
-683.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | -1.9% | -1.7% | -0.2% | -1.8% |
| 3M | +14.4% | +16.7% | -2.3% | +13.4% |
| 6M | +8.7% | +26.9% | -18.1% | +7.2% |
| YTD | +7.8% | +27.1% | -19.4% | +6.0% |
| 1Y | -1.5% | +9.3% | -10.8% | -2.4% |
| 3Y | -9.9% | +42.3% | -52.1% | -13.5% |
| 5Y | -10.7% | -69.3% | +58.6% | -6.9% |
| 10Y | -55.7% | +586.8% | -642.5% | -66.2% |
| All | -44.3% | +638.9% | -683.2% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling