-43.1%
KHC vs UAL
+114.0%
-157.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -0.9% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | -1.9% | -16.1% | +14.2% | -0.2% |
| 3M | +14.4% | +6.1% | +8.3% | +13.4% |
| 6M | +8.7% | +10.8% | -2.1% | +7.0% |
| YTD | +7.8% | -0.4% | +8.2% | +6.9% |
| 1Y | -1.5% | +5.0% | -6.5% | -3.1% |
| 3Y | -9.9% | +124.0% | -133.9% | -20.8% |
| 5Y | -10.7% | +141.0% | -151.7% | -24.5% |
| 10Y | -55.7% | +118.0% | -173.7% | -64.7% |
| All | -43.1% | +114.0% | -157.1% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling