-52.4%
KHC vs URA
+289.1%
-341.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.7% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +8.8% | -14.8% | +23.6% | +10.0% |
| 3M | -1.2% | -25.3% | +24.1% | +0.6% |
| 6M | +4.6% | -39.9% | +44.6% | +8.2% |
| YTD | +5.1% | -22.4% | +27.6% | +5.4% |
| 1Y | +6.2% | -29.0% | +35.2% | +7.2% |
| 3Y | -12.9% | +41.0% | -53.9% | -21.2% |
| 5Y | -16.8% | +38.3% | -55.1% | -25.9% |
| 10Y | -52.4% | +276.1% | -328.5% | -73.7% |
| All | -52.4% | +289.1% | -341.5% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling