-55.6%
KHC vs UL
+67.9%
-123.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.4% |
| 7D | -4.8% | -3.2% | -1.6% | -3.3% |
| 30D | +0.3% | -0.6% | +0.9% | +0.6% |
| 3M | +6.7% | +9.4% | -2.7% | +2.4% |
| 6M | +4.2% | -4.1% | +8.3% | +5.9% |
| YTD | +6.7% | -2.0% | +8.7% | +7.4% |
| 1Y | -1.4% | -9.0% | +7.6% | +2.3% |
| 3Y | -11.8% | +21.8% | -33.6% | -20.7% |
| 5Y | -13.4% | +20.6% | -33.9% | -23.2% |
| All | -55.6% | +67.9% | -123.5% | -69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling