-49.9%
KHC vs UAL
+80.6%
-130.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.7% |
| 7D | +2.0% | -3.0% | +5.1% | +2.3% |
| 30D | +10.6% | +10.5% | +0.2% | +9.4% |
| 3M | +0.5% | -13.5% | +14.0% | +1.7% |
| 6M | +12.1% | +14.2% | -2.2% | +10.0% |
| YTD | +8.9% | -2.2% | +11.2% | +8.0% |
| 1Y | +7.5% | +12.5% | -5.0% | +5.0% |
| 3Y | -10.7% | +186.8% | -197.6% | -23.9% |
| 5Y | -13.2% | +119.4% | -132.5% | -25.5% |
| All | -49.9% | +80.6% | -130.5% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling