-56.0%
KHC vs UL
+65.6%
-121.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -2.5% | -4.1% | +1.5% | -0.6% |
| 30D | +0.5% | -1.2% | +1.7% | +1.1% |
| 3M | +3.0% | +6.0% | -2.9% | +0.4% |
| 6M | +6.6% | -5.5% | +12.1% | +9.2% |
| YTD | +5.8% | -3.3% | +9.1% | +7.1% |
| 1Y | -2.2% | -9.8% | +7.6% | +1.9% |
| 3Y | -12.5% | +20.1% | -32.7% | -20.9% |
| 5Y | -13.6% | +19.2% | -32.8% | -23.0% |
| All | -56.0% | +65.6% | -121.6% | -69.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling