-44.0%
KHC vs UMC
+1,247.1%
-1,291.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -3.3% | +17.8% | -21.1% | -4.0% |
| 30D | +9.1% | -29.6% | +38.8% | +10.7% |
| 3M | +1.4% | -18.4% | +19.8% | +1.9% |
| 6M | +8.4% | -0.1% | +8.5% | +6.4% |
| YTD | +6.2% | +104.0% | -97.9% | -1.4% |
| 1Y | +5.7% | +121.5% | -115.8% | -2.5% |
| 3Y | -12.0% | +135.0% | -147.1% | -19.9% |
| 5Y | -15.3% | +83.0% | -98.4% | -22.1% |
| 10Y | -51.8% | +1,312.7% | -1,364.5% | -68.7% |
| All | -44.0% | +1,247.1% | -1,291.1% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling