-43.1%
KHC vs UMC
+1,675.3%
-1,718.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -0.9% |
| 7D | -1.8% | +5.0% | -6.7% | -2.0% |
| 30D | -1.9% | +7.7% | -9.5% | -2.3% |
| 3M | +14.4% | +1.7% | +12.7% | +13.4% |
| 6M | +8.7% | +113.9% | -105.2% | +2.0% |
| YTD | +7.8% | +168.9% | -161.1% | -0.9% |
| 1Y | -1.5% | +207.2% | -208.7% | -10.4% |
| 3Y | -9.9% | +227.7% | -237.5% | -19.1% |
| 5Y | -10.7% | +118.0% | -128.8% | -17.8% |
| 10Y | -55.7% | +1,682.1% | -1,737.8% | -71.2% |
| All | -43.1% | +1,675.3% | -1,718.5% | -63.5% |
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 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