+37.7%
XLC vs KHC
-10.4%
+48.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.8% | -1.8% | +0.9% | -0.6% |
| 30D | +1.0% | -1.9% | +2.9% | +1.2% |
| 3M | -0.7% | +14.4% | -15.1% | -2.2% |
| 6M | -5.1% | +8.7% | -13.9% | -6.1% |
| YTD | -4.3% | +7.8% | -12.1% | -5.3% |
| 1Y | -0.6% | -1.5% | +1.0% | -0.6% |
| 3Y | +72.7% | -9.9% | +82.6% | +72.4% |
| All | +37.7% | -10.4% | +48.1% | +37.0% |
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