-49.9%
KHC vs UL
+109.3%
-159.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +2.0% | +1.1% | +0.9% | +1.5% |
| 30D | +10.6% | +4.5% | +6.1% | +8.5% |
| 3M | +0.5% | +6.5% | -6.0% | -2.3% |
| 6M | +12.1% | +18.2% | -6.1% | +3.8% |
| YTD | +8.9% | +4.7% | +4.2% | +6.3% |
| 1Y | +7.5% | +0.8% | +6.7% | +6.5% |
| 3Y | -10.7% | +35.9% | -46.6% | -23.6% |
| 5Y | -13.2% | +33.4% | -46.6% | -26.7% |
| All | -49.9% | +109.3% | -159.2% | -67.4% |
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