+79.6%
XOM vs KHC
-9.8%
+89.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +2.8% | +2.0% | +0.8% | +2.5% |
| 30D | -3.6% | +10.6% | -14.2% | -5.3% |
| 3M | +8.2% | +0.5% | +7.7% | +8.0% |
| 6M | +14.0% | +12.1% | +2.0% | +11.2% |
| YTD | +44.6% | +8.9% | +35.7% | +41.4% |
| 1Y | +47.8% | +7.5% | +40.3% | +44.9% |
| 3Y | +79.6% | -10.7% | +90.3% | +92.1% |
| All | +79.6% | -9.8% | +89.4% | +92.1% |
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