+261.8%
XOM vs KHC
-14.2%
+276.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.5% |
| 7D | 0.0% | -4.8% | +4.8% | +1.0% |
| 30D | +3.4% | +0.3% | +3.1% | +3.3% |
| 3M | +11.0% | +6.7% | +4.3% | +9.1% |
| 6M | +10.6% | +4.2% | +6.5% | +9.1% |
| YTD | +39.2% | +6.7% | +32.5% | +36.3% |
| 1Y | +52.7% | -1.4% | +54.1% | +52.2% |
| 3Y | +56.8% | -11.8% | +68.5% | +58.9% |
| 5Y | +261.8% | -13.4% | +275.1% | +263.4% |
| All | +261.8% | -14.2% | +276.0% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling