-1.7%
XLC vs KHC
+8.5%
-10.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.7% |
| 7D | +3.7% | +2.0% | +1.7% | +3.4% |
| 30D | -1.9% | +10.6% | -12.5% | -3.6% |
| 3M | -3.1% | +0.5% | -3.6% | -3.2% |
| 6M | -6.4% | +12.1% | -18.4% | -7.2% |
| YTD | -6.8% | +8.9% | -15.7% | -7.6% |
| 1Y | -1.7% | +7.5% | -9.2% | -2.4% |
| All | -1.7% | +8.5% | -10.2% | -2.4% |
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 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