+35.8%
XLC vs KHC
-16.5%
+52.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | -5.8% | +12.0% | -17.8% | -7.2% |
| 3M | -5.4% | +0.2% | -5.6% | -5.6% |
| 6M | -10.2% | +10.3% | -20.5% | -11.2% |
| YTD | -10.2% | +6.7% | -16.9% | -11.0% |
| 1Y | -5.6% | +10.9% | -16.5% | -7.0% |
| 3Y | +61.0% | -12.6% | +73.6% | +61.4% |
| All | +35.8% | -16.5% | +52.4% | +40.3% |
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