-10.3%
KHC vs UAL
+142.0%
-152.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.8% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | -1.9% | -16.1% | +14.2% | -1.2% |
| 3M | +14.4% | +6.1% | +8.3% | +14.0% |
| 6M | +8.7% | +10.8% | -2.1% | +8.1% |
| YTD | +7.8% | -0.4% | +8.2% | +7.4% |
| 1Y | -1.5% | +5.0% | -6.5% | -2.1% |
| 3Y | -9.9% | +124.0% | -133.9% | -15.1% |
| All | -10.3% | +142.0% | -152.3% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling