+167.2%
XLE vs KHC
-53.9%
+221.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.8% |
| 7D | -12.0% | +1.1% | -13.1% | -12.4% |
| 30D | -2.7% | +12.0% | -14.7% | -6.4% |
| 3M | +6.6% | +0.2% | +6.4% | +6.0% |
| 6M | +9.5% | +10.3% | -0.8% | +4.9% |
| YTD | +40.6% | +6.7% | +33.8% | +35.5% |
| 1Y | +43.6% | +10.9% | +32.7% | +36.6% |
| 3Y | +58.1% | -12.6% | +70.7% | +60.2% |
| 5Y | +152.2% | -16.3% | +168.5% | +154.9% |
| All | +167.2% | -53.9% | +221.1% | +143.5% |
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