+172.7%
XLE vs KHC
-55.5%
+228.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.2% | -1.8% | +4.0% | +2.8% |
| 30D | +11.8% | -1.9% | +13.7% | +12.2% |
| 3M | +9.8% | +14.4% | -4.6% | +4.5% |
| 6M | +15.6% | +8.7% | +6.9% | +11.3% |
| YTD | +45.3% | +7.8% | +37.5% | +40.0% |
| 1Y | +48.3% | -1.5% | +49.8% | +47.1% |
| 3Y | +55.4% | -9.9% | +65.3% | +56.0% |
| 5Y | +216.1% | -10.7% | +226.8% | +212.5% |
| All | +172.7% | -55.5% | +228.2% | +157.7% |
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