-52.3%
KHC vs UAL
+97.8%
-150.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -4.6% | +2.3% | -6.9% | -4.8% |
| 30D | +8.1% | +13.3% | -5.2% | +6.7% |
| 3M | 0.0% | -6.3% | +6.3% | +0.4% |
| 6M | +7.9% | +22.5% | -14.6% | +5.3% |
| YTD | +5.3% | +5.9% | -0.6% | +3.6% |
| 1Y | +5.1% | +24.7% | -19.6% | +1.7% |
| 3Y | -12.8% | +211.6% | -224.4% | -26.2% |
| 5Y | -16.2% | +130.6% | -146.8% | -28.3% |
| 10Y | -52.3% | +96.5% | -148.7% | -61.1% |
| All | -52.3% | +97.8% | -150.0% | -61.1% |
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