+101.4%
XLP vs KHC
-55.7%
+157.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.0% | -1.8% | +0.7% | -0.5% |
| 30D | -0.9% | -1.9% | +1.0% | -0.4% |
| 3M | +3.8% | +14.4% | -10.6% | -0.9% |
| 6M | -1.7% | +8.7% | -10.5% | -4.9% |
| YTD | +10.3% | +7.8% | +2.5% | +6.9% |
| 1Y | +7.8% | -1.5% | +9.3% | +7.5% |
| 3Y | +27.2% | -9.9% | +37.1% | +29.0% |
| 5Y | +32.5% | -10.7% | +43.3% | +34.2% |
| All | +101.4% | -55.7% | +157.1% | +130.7% |
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 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