+294.0%
XLI vs KHC
-41.6%
+335.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | -5.9% | -1.9% | -4.1% | -5.6% |
| 3M | -0.3% | +14.4% | -14.7% | -4.6% |
| 6M | +0.1% | +8.7% | -8.6% | -3.1% |
| YTD | +13.6% | +7.8% | +5.8% | +9.9% |
| 1Y | +17.2% | -1.5% | +18.7% | +16.3% |
| 3Y | +68.2% | -9.9% | +78.1% | +68.5% |
| 5Y | +80.7% | -10.7% | +91.5% | +79.2% |
| 10Y | +253.3% | -55.7% | +309.0% | +280.5% |
| All | +294.0% | -41.6% | +335.5% | +273.7% |
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