+64.4%
XLF vs KHC
-14.2%
+78.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -1.0% | -4.8% | +3.7% | -0.1% |
| 30D | -1.3% | +0.3% | -1.6% | -1.4% |
| 3M | +9.1% | +6.7% | +2.4% | +7.5% |
| 6M | +14.4% | +4.2% | +10.2% | +13.0% |
| YTD | +5.1% | +6.7% | -1.7% | +3.1% |
| 1Y | +8.6% | -1.4% | +10.0% | +8.4% |
| 3Y | +74.4% | -11.8% | +86.2% | +76.1% |
| 5Y | +64.4% | -13.4% | +77.7% | +65.2% |
| All | +64.4% | -14.2% | +78.6% | +65.2% |
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