-15.8%
KHC vs UL
+32.3%
-48.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +9.7% | +7.0% | +2.7% | +7.1% |
| 3M | -2.0% | +5.8% | -7.8% | -4.0% |
| 6M | +5.4% | +16.1% | -10.7% | +0.2% |
| YTD | +5.9% | +4.5% | +1.4% | +4.0% |
| 1Y | +7.5% | -1.3% | +8.7% | +7.3% |
| 3Y | -12.4% | +35.0% | -47.4% | -20.2% |
| 5Y | -15.8% | +31.9% | -47.8% | -24.5% |
| All | -15.8% | +32.3% | -48.2% | -24.5% |
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