+80.9%
XLI vs KHC
-14.2%
+95.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -0.6% | -4.8% | +4.2% | +0.1% |
| 30D | -6.9% | +0.3% | -7.2% | -7.1% |
| 3M | -1.9% | +6.7% | -8.6% | -3.3% |
| 6M | +1.0% | +4.2% | -3.1% | -0.1% |
| YTD | +11.3% | +6.7% | +4.6% | +9.4% |
| 1Y | +15.8% | -1.4% | +17.2% | +15.6% |
| 3Y | +69.8% | -11.8% | +81.6% | +70.7% |
| 5Y | +80.9% | -13.4% | +94.2% | +81.3% |
| All | +80.9% | -14.2% | +95.1% | +81.3% |
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 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