+52.6%
XOM vs KHC
+11.6%
+41.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.8% | -8.4% | -4.8% |
| 7D | -7.0% | +6.6% | -13.6% | -7.4% |
| 30D | +3.2% | +16.5% | -13.3% | +2.0% |
| 3M | +10.7% | -3.0% | +13.6% | +11.1% |
| 6M | +11.6% | +17.4% | -5.8% | +8.8% |
| YTD | +43.5% | +10.3% | +33.1% | +40.7% |
| 1Y | +52.6% | +12.5% | +40.1% | +47.8% |
| All | +52.6% | +11.6% | +41.0% | +47.8% |
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