-13.0%
KHC vs UMC
+137.2%
-150.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.8% |
| 7D | -3.3% | +17.8% | -21.1% | -2.9% |
| 30D | +9.1% | -29.6% | +38.8% | +8.5% |
| 3M | +1.4% | -18.4% | +19.8% | +1.0% |
| 6M | +8.4% | -0.1% | +8.5% | +6.0% |
| YTD | +6.2% | +104.0% | -97.9% | +0.5% |
| 1Y | +5.7% | +121.5% | -115.8% | -0.5% |
| All | -13.0% | +137.2% | -150.1% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling