-13.5%
KHC vs UMC
+262.0%
-275.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.1% |
| 7D | -4.8% | +13.6% | -18.4% | -4.6% |
| 30D | +0.3% | +20.8% | -20.5% | +0.5% |
| 3M | +6.7% | +16.1% | -9.4% | +6.0% |
| 6M | +4.2% | +137.3% | -133.1% | +0.5% |
| YTD | +6.7% | +193.8% | -187.0% | +1.9% |
| 1Y | -1.4% | +236.1% | -237.5% | -6.7% |
| All | -13.5% | +262.0% | -275.5% | -19.3% |
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