+231.1%
XOM vs KHC
-42.4%
+273.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.6% |
| 7D | +2.7% | -3.3% | +6.0% | +3.7% |
| 30D | -2.5% | +9.1% | -11.6% | -5.1% |
| 3M | +7.0% | +1.4% | +5.6% | +6.1% |
| 6M | +14.2% | +8.4% | +5.9% | +10.5% |
| YTD | +43.9% | +6.2% | +37.7% | +39.5% |
| 1Y | +47.9% | +5.7% | +42.2% | +43.5% |
| 3Y | +80.6% | -12.0% | +92.6% | +82.9% |
| 5Y | +212.8% | -15.3% | +228.1% | +216.0% |
| 10Y | +202.6% | -51.8% | +254.4% | +218.7% |
| All | +231.1% | -42.4% | +273.5% | +215.9% |
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