+211.0%
XOM vs KHC
-41.6%
+252.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +1.8% | -1.8% | +3.5% | +2.3% |
| 30D | +5.9% | -1.9% | +7.7% | +6.3% |
| 3M | +5.6% | +14.4% | -8.8% | +0.9% |
| 6M | +7.9% | +8.7% | -0.9% | +4.3% |
| YTD | +35.2% | +7.8% | +27.4% | +30.9% |
| 1Y | +46.0% | -1.5% | +47.5% | +45.0% |
| 3Y | +55.0% | -9.9% | +64.9% | +56.1% |
| 5Y | +246.3% | -10.7% | +257.0% | +244.6% |
| 10Y | +181.0% | -55.7% | +236.7% | +206.9% |
| All | +211.0% | -41.6% | +252.6% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling