+43.7%
XLP vs KHC
-10.2%
+54.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +3.5% | +5.9% | -2.5% | +1.6% |
| 30D | +11.6% | +14.9% | -3.4% | +6.7% |
| 3M | +7.6% | 0.0% | +7.7% | +7.4% |
| 6M | +10.0% | +16.2% | -6.2% | +4.5% |
| YTD | +19.7% | +9.8% | +9.9% | +15.4% |
| 1Y | +23.5% | +12.1% | +11.4% | +18.2% |
| All | +43.7% | -10.2% | +54.0% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling