+139.5%
XLP vs KHC
-50.5%
+190.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.6% |
| 7D | +2.5% | +2.0% | +0.5% | +1.8% |
| 30D | +7.3% | +10.6% | -3.3% | +3.8% |
| 3M | +8.1% | +0.5% | +7.6% | +7.7% |
| 6M | +10.5% | +12.1% | -1.6% | +6.0% |
| YTD | +21.2% | +8.9% | +12.3% | +16.9% |
| 1Y | +22.7% | +7.5% | +15.2% | +18.9% |
| 3Y | +44.8% | -10.7% | +55.5% | +47.3% |
| 5Y | +44.7% | -13.2% | +57.9% | +47.7% |
| All | +139.5% | -50.5% | +190.0% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling