+42.8%
XLP vs KHC
-15.4%
+58.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | +8.9% | +9.7% | -0.7% | +5.4% |
| 3M | +7.5% | -2.0% | +9.5% | +8.0% |
| 6M | +9.4% | +5.4% | +4.0% | +6.9% |
| YTD | +19.3% | +5.9% | +13.3% | +15.8% |
| 1Y | +21.7% | +7.5% | +14.3% | +17.6% |
| 3Y | +44.0% | -12.4% | +56.4% | +47.4% |
| 5Y | +42.8% | -15.8% | +58.6% | +50.6% |
| All | +42.8% | -15.4% | +58.2% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling