-2.2%
KHC vs UMC
+227.6%
-229.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.0% |
| 7D | -2.5% | +11.4% | -13.9% | -2.0% |
| 30D | +0.5% | +16.8% | -16.3% | +1.4% |
| 3M | +3.0% | +19.1% | -16.1% | +2.6% |
| 6M | +6.6% | +137.4% | -130.8% | +5.0% |
| YTD | +5.8% | +186.4% | -180.6% | +5.2% |
| 1Y | -2.2% | +229.1% | -231.3% | -2.4% |
| All | -2.2% | +227.6% | -229.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling