-42.1%
KHC vs UAL
+112.3%
-154.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | 0.0% |
| 7D | +5.9% | +5.0% | +0.9% | +5.4% |
| 30D | +14.9% | -1.2% | +16.2% | +15.0% |
| 3M | 0.0% | -16.8% | +16.8% | +1.6% |
| 6M | +16.2% | +18.0% | -1.8% | +13.8% |
| YTD | +9.8% | -1.2% | +11.0% | +8.8% |
| 1Y | +12.1% | +14.3% | -2.3% | +9.3% |
| 3Y | -10.1% | +194.6% | -204.6% | -23.6% |
| 5Y | -13.9% | +109.6% | -123.5% | -25.7% |
| 10Y | -51.9% | +93.1% | -144.9% | -61.1% |
| All | -42.1% | +112.3% | -154.3% | -54.4% |
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