-55.4%
KHC vs URA
+371.9%
-427.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | -2.2% | +8.1% | -10.3% | -2.8% |
| 30D | -0.1% | +5.8% | -5.9% | -0.6% |
| 3M | +8.3% | +3.4% | +4.9% | +7.8% |
| 6M | +5.0% | -2.6% | +7.6% | +4.6% |
| YTD | +8.0% | +11.2% | -3.2% | +5.6% |
| 1Y | -1.1% | +19.8% | -20.9% | -4.7% |
| 3Y | -10.7% | +121.5% | -132.2% | -22.3% |
| 5Y | -13.5% | +134.5% | -148.0% | -28.5% |
| 10Y | -55.4% | +376.7% | -432.1% | -72.9% |
| All | -55.4% | +371.9% | -427.3% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded URA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling