-43.7%
KHC vs XYZ
+655.2%
-698.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.4% |
| 7D | +2.0% | -1.1% | +3.1% | +2.1% |
| 30D | +10.6% | +11.5% | -0.9% | +9.9% |
| 3M | +0.5% | +1.8% | -1.3% | +0.3% |
| 6M | +12.1% | +21.2% | -9.2% | +10.7% |
| YTD | +8.9% | +29.9% | -21.0% | +6.9% |
| 1Y | +7.5% | +35.8% | -28.3% | +5.2% |
| 3Y | -10.7% | +62.6% | -73.3% | -14.9% |
| 5Y | -13.2% | -62.8% | +49.6% | -10.9% |
| 10Y | -50.6% | +612.0% | -662.6% | -62.4% |
| All | -43.7% | +655.2% | -698.9% | -58.1% |
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 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