+155.9%
XLP vs KHC
-40.5%
+196.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +3.5% | +5.9% | -2.5% | +1.5% |
| 30D | +11.6% | +14.9% | -3.4% | +6.5% |
| 3M | +7.6% | 0.0% | +7.7% | +7.4% |
| 6M | +10.0% | +16.2% | -6.2% | +4.1% |
| YTD | +19.7% | +9.8% | +9.9% | +15.1% |
| 1Y | +23.5% | +12.1% | +11.4% | +17.8% |
| 3Y | +44.0% | -10.1% | +54.0% | +46.2% |
| 5Y | +42.7% | -13.9% | +56.6% | +46.0% |
| 10Y | +131.3% | -51.9% | +183.2% | +165.6% |
| All | +155.9% | -40.5% | +196.3% | +168.9% |
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