-0.6%
XLC vs KHC
-3.0%
+2.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.8% |
| 7D | -0.8% | -3.3% | +2.5% | -0.3% |
| 30D | +1.0% | -3.4% | +4.5% | +1.5% |
| 3M | -0.7% | +12.6% | -13.3% | -1.4% |
| 6M | -5.1% | +7.0% | -12.2% | -5.5% |
| YTD | -4.3% | +6.1% | -10.4% | -4.6% |
| 1Y | -0.6% | -3.1% | +2.5% | -1.6% |
| All | -0.6% | -3.0% | +2.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling