+3.6%
XLY vs KHC
+11.6%
-8.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.8% | +0.5% | +3.9% |
| 7D | +6.1% | +6.6% | -0.6% | +5.6% |
| 30D | +10.8% | +16.5% | -5.7% | +9.5% |
| 3M | +3.6% | -3.0% | +6.6% | +3.7% |
| 6M | +4.4% | +17.4% | -13.0% | +3.8% |
| YTD | +3.1% | +10.3% | -7.3% | +2.9% |
| 1Y | +3.6% | +12.5% | -8.9% | +2.7% |
| All | +3.6% | +11.6% | -8.1% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling