+22.3%
XBI vs KHC
-13.3%
+35.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.7% |
| 7D | -1.1% | +2.0% | -3.1% | -1.3% |
| 30D | +2.6% | +10.6% | -8.0% | +1.3% |
| 3M | -4.0% | +0.5% | -4.5% | -4.2% |
| 6M | +10.9% | +12.1% | -1.1% | +8.8% |
| YTD | +23.6% | +8.9% | +14.7% | +21.5% |
| 1Y | +35.1% | +7.5% | +27.6% | +33.1% |
| 3Y | +125.2% | -10.7% | +135.9% | +126.8% |
| All | +22.3% | -13.3% | +35.6% | +29.7% |
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