-42.5%
KHC vs UMC
+1,216.3%
-1,258.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.7% |
| 7D | +2.0% | +11.2% | -9.2% | +1.6% |
| 30D | +10.6% | -28.0% | +38.7% | +12.0% |
| 3M | +0.5% | -20.5% | +21.1% | +1.2% |
| 6M | +12.1% | -1.6% | +13.6% | +10.0% |
| YTD | +8.9% | +99.4% | -90.5% | +1.2% |
| 1Y | +7.5% | +120.4% | -112.9% | -0.9% |
| 3Y | -10.7% | +134.2% | -145.0% | -18.8% |
| 5Y | -13.2% | +78.8% | -92.0% | -20.0% |
| 10Y | -50.6% | +1,280.4% | -1,331.0% | -67.8% |
| All | -42.5% | +1,216.3% | -1,258.9% | -62.7% |
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