+260.1%
XLF vs KHC
-42.4%
+302.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +1.2% | -3.3% | +4.6% | +2.3% |
| 30D | +6.2% | +9.1% | -3.0% | +3.2% |
| 3M | +0.9% | +1.4% | -0.5% | +0.1% |
| 6M | +13.6% | +8.4% | +5.3% | +10.0% |
| YTD | +7.6% | +6.2% | +1.4% | +4.1% |
| 1Y | +10.2% | +5.7% | +4.5% | +6.7% |
| 3Y | +79.8% | -12.0% | +91.9% | +82.2% |
| 5Y | +58.0% | -15.3% | +73.3% | +59.6% |
| 10Y | +222.8% | -51.8% | +274.7% | +230.1% |
| All | +260.1% | -42.4% | +302.5% | +234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling