+923.8%
XLK vs KHC
-42.1%
+965.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.3% | -4.8% | +7.1% | +3.5% |
| 30D | +0.8% | +0.3% | +0.5% | +0.6% |
| 3M | +4.1% | +6.7% | -2.7% | +1.6% |
| 6M | +34.8% | +4.2% | +30.6% | +32.1% |
| YTD | +30.8% | +6.7% | +24.1% | +27.0% |
| 1Y | +42.4% | -1.4% | +43.8% | +40.9% |
| 3Y | +121.8% | -11.8% | +133.6% | +121.9% |
| 5Y | +146.6% | -13.4% | +160.0% | +144.1% |
| 10Y | +804.3% | -54.3% | +858.5% | +884.6% |
| All | +923.8% | -42.1% | +965.9% | +879.1% |
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