+12.5%
KHC vs UL
+1.7%
+10.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +2.1% |
| 7D | +6.6% | +4.7% | +2.0% | +4.2% |
| 30D | +16.5% | +11.6% | +4.9% | +10.8% |
| 3M | -3.0% | +5.3% | -8.3% | -5.4% |
| 6M | +17.4% | +16.0% | +1.3% | +10.2% |
| YTD | +10.3% | +5.0% | +5.4% | +7.8% |
| 1Y | +12.5% | +1.1% | +11.3% | +11.5% |
| All | +12.5% | +1.7% | +10.8% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling