+19.8%
XBI vs KHC
-14.0%
+33.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -4.6% | -2.5% | -2.1% | -4.3% |
| 30D | -0.8% | +0.5% | -1.3% | -0.9% |
| 3M | +21.8% | +3.0% | +18.8% | +21.0% |
| 6M | +23.2% | +6.6% | +16.6% | +21.6% |
| YTD | +28.7% | +5.8% | +23.0% | +27.1% |
| 1Y | +67.8% | -2.2% | +70.0% | +67.8% |
| 3Y | +100.6% | -12.5% | +113.2% | +102.4% |
| 5Y | +19.8% | -13.6% | +33.4% | +26.4% |
| All | +19.8% | -14.0% | +33.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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