+52.3%
XOM vs KHC
-1.6%
+53.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +4.1% | -1.0% | +5.1% | +4.1% |
| 30D | +4.6% | +1.9% | +2.7% | +4.5% |
| 3M | +14.0% | +3.2% | +10.8% | +13.6% |
| 6M | +11.0% | +10.0% | +1.0% | +9.5% |
| YTD | +40.7% | +6.7% | +34.0% | +38.9% |
| 1Y | +52.3% | -0.9% | +53.2% | +49.6% |
| All | +52.3% | -1.6% | +53.9% | +49.6% |
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