-43.1%
KHC vs UL
+96.6%
-139.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.8% | -1.3% | -0.4% | -1.1% |
| 30D | -1.9% | +0.5% | -2.4% | -2.1% |
| 3M | +14.4% | +17.6% | -3.2% | +5.9% |
| 6M | +8.7% | -5.4% | +14.1% | +11.3% |
| YTD | +7.8% | +0.7% | +7.1% | +7.0% |
| 1Y | -1.5% | -9.3% | +7.7% | +2.5% |
| 3Y | -9.9% | +24.5% | -34.4% | -20.2% |
| 5Y | -10.7% | +23.2% | -33.9% | -22.2% |
| 10Y | -55.7% | +64.5% | -120.2% | -68.8% |
| All | -43.1% | +96.6% | -139.8% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling