+166.5%
XLE vs KHC
-15.5%
+182.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +4.4% | -3.3% | +7.7% | +4.9% |
| 30D | -4.3% | +9.1% | -13.4% | -5.8% |
| 3M | +6.0% | +1.4% | +4.6% | +5.6% |
| 6M | +13.2% | +8.4% | +4.9% | +10.9% |
| YTD | +46.7% | +6.2% | +40.6% | +43.9% |
| 1Y | +46.6% | +5.7% | +40.9% | +43.9% |
| 3Y | +69.6% | -12.0% | +81.6% | +71.1% |
| 5Y | +166.5% | -15.3% | +181.9% | +169.4% |
| All | +166.5% | -15.5% | +182.1% | +169.4% |
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