+58.8%
XOM vs KHC
-12.1%
+70.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.4% |
| 7D | 0.0% | -4.8% | +4.8% | +0.9% |
| 30D | +3.4% | +0.3% | +3.1% | +3.3% |
| 3M | +11.0% | +6.7% | +4.3% | +9.3% |
| 6M | +10.6% | +4.2% | +6.5% | +9.3% |
| YTD | +39.2% | +6.7% | +32.5% | +36.5% |
| 1Y | +52.7% | -1.4% | +54.1% | +52.4% |
| All | +58.8% | -12.1% | +70.8% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling