-55.6%
KHC vs UMC
+1,863.6%
-1,919.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.8% |
| 7D | -1.0% | +9.0% | -10.0% | -1.4% |
| 30D | +1.9% | +17.2% | -15.4% | +1.2% |
| 3M | +3.2% | +11.4% | -8.2% | +2.0% |
| 6M | +10.0% | +137.5% | -127.5% | +3.3% |
| YTD | +6.7% | +193.1% | -186.4% | -1.4% |
| 1Y | -0.9% | +240.3% | -241.2% | -9.4% |
| 3Y | -13.6% | +262.2% | -275.7% | -21.9% |
| 5Y | -12.8% | +143.1% | -156.0% | -19.5% |
| All | -55.6% | +1,863.6% | -1,919.2% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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