-1.3%
KHC vs UL
-8.7%
+7.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.3% |
| 6M | +4.2% | -4.1% | +8.3% | +5.5% |
| YTD | +6.7% | -2.0% | +8.7% | +7.5% |
| All | -1.3% | -8.7% | +7.4% | +1.6% |
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