-13.5%
KHC vs UL
+22.5%
-36.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -2.2% | -1.3% | -0.9% | -1.7% |
| 30D | -0.1% | +0.9% | -1.0% | -0.4% |
| 3M | +8.3% | +14.2% | -5.9% | +3.7% |
| 6M | +5.0% | -3.2% | +8.1% | +5.9% |
| YTD | +8.0% | -0.3% | +8.3% | +7.9% |
| 1Y | -1.1% | -8.8% | +7.7% | +1.5% |
| 3Y | -10.7% | +23.9% | -34.6% | -16.5% |
| 5Y | -13.5% | +21.4% | -34.9% | -19.7% |
| All | -13.5% | +22.5% | -36.0% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling