+163.9%
XLE vs KHC
-54.7%
+218.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -7.9% | -2.0% | -5.9% | -7.4% |
| 30D | -4.8% | +9.7% | -14.5% | -7.8% |
| 3M | +8.4% | -2.0% | +10.4% | +8.5% |
| 6M | +12.7% | +5.4% | +7.2% | +9.5% |
| YTD | +41.3% | +5.9% | +35.4% | +36.5% |
| 1Y | +42.3% | +7.5% | +34.8% | +36.7% |
| 3Y | +65.1% | -12.4% | +77.5% | +67.0% |
| 5Y | +150.2% | -15.8% | +166.0% | +152.2% |
| 10Y | +163.9% | -54.1% | +218.0% | +144.1% |
| All | +163.9% | -54.7% | +218.7% | +144.1% |
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