+173.9%
XLE vs KHC
-52.1%
+226.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -0.2% | -4.6% | +4.4% | +1.2% |
| 30D | -4.0% | +8.1% | -12.1% | -6.6% |
| 3M | +4.6% | 0.0% | +4.6% | +4.1% |
| 6M | +12.3% | +7.9% | +4.4% | +8.4% |
| YTD | +44.5% | +5.3% | +39.3% | +39.9% |
| 1Y | +42.4% | +5.1% | +37.3% | +37.8% |
| 3Y | +67.0% | -12.8% | +79.8% | +69.2% |
| 5Y | +161.9% | -16.2% | +178.1% | +164.3% |
| 10Y | +173.9% | -52.3% | +226.1% | +157.9% |
| All | +173.9% | -52.1% | +226.0% | +157.9% |
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