+230.4%
XLY vs KHC
-42.2%
+272.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -1.7% | -1.0% | -0.7% | -1.5% |
| 30D | -4.2% | +1.9% | -6.1% | -4.7% |
| 3M | -2.7% | +3.2% | -5.9% | -3.7% |
| 6M | -0.6% | +10.0% | -10.6% | -3.4% |
| YTD | -5.0% | +6.7% | -11.7% | -7.3% |
| 1Y | -4.1% | -0.9% | -3.2% | -4.7% |
| 3Y | +33.6% | -13.6% | +47.2% | +35.6% |
| 5Y | +28.7% | -12.8% | +41.6% | +28.7% |
| 10Y | +219.6% | -54.3% | +273.9% | +251.9% |
| All | +230.4% | -42.2% | +272.6% | +224.0% |
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