+187.9%
XLU vs KHC
-42.1%
+230.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +0.6% | -4.8% | +5.4% | +2.0% |
| 30D | -0.4% | +0.3% | -0.7% | -0.7% |
| 3M | -1.7% | +6.7% | -8.5% | -4.0% |
| 6M | -7.1% | +4.2% | -11.3% | -8.9% |
| YTD | +1.9% | +6.7% | -4.8% | -1.0% |
| 1Y | +6.1% | -1.4% | +7.5% | +5.4% |
| 3Y | +48.8% | -11.8% | +60.5% | +50.8% |
| 5Y | +43.8% | -13.4% | +57.2% | +45.6% |
| 10Y | +143.2% | -54.3% | +197.5% | +158.2% |
| All | +187.9% | -42.1% | +230.1% | +181.0% |
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