-13.6%
KHC vs UMC
+134.9%
-148.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -2.5% | +11.4% | -13.9% | -2.5% |
| 30D | +0.5% | +16.8% | -16.3% | +0.6% |
| 3M | +3.0% | +19.1% | -16.1% | +2.4% |
| 6M | +6.6% | +137.4% | -130.8% | +3.8% |
| YTD | +5.8% | +186.4% | -180.6% | +2.4% |
| 1Y | -2.2% | +229.1% | -231.3% | -5.7% |
| 3Y | -12.5% | +257.9% | -270.4% | -16.3% |
| 5Y | -13.6% | +137.5% | -151.1% | -17.5% |
| All | -13.6% | +134.9% | -148.4% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling