+141.4%
XLC vs KHC
-37.9%
+179.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | +0.6% | +8.3% | -7.7% | -1.3% |
| 6M | -4.5% | +5.0% | -9.5% | -5.8% |
| YTD | -4.7% | +8.0% | -12.7% | -6.8% |
| 1Y | -1.7% | -1.1% | -0.6% | -2.0% |
| 3Y | +72.3% | -10.7% | +83.0% | +73.2% |
| 5Y | +37.8% | -13.5% | +51.3% | +37.8% |
| All | +141.4% | -37.9% | +179.3% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling