-54.1%
KHC vs URA
+307.1%
-361.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.2% |
| 7D | -2.0% | +4.3% | -6.3% | -2.3% |
| 30D | +9.7% | -11.7% | +21.4% | +10.5% |
| 3M | -2.0% | -23.5% | +21.5% | -0.4% |
| 6M | +5.4% | -37.8% | +43.2% | +8.7% |
| YTD | +5.9% | -19.6% | +25.5% | +5.9% |
| 1Y | +7.5% | -24.8% | +32.2% | +7.9% |
| 3Y | -12.4% | +47.0% | -59.4% | -20.9% |
| 5Y | -15.8% | +35.4% | -51.2% | -24.3% |
| 10Y | -54.1% | +302.3% | -356.4% | -72.9% |
| All | -54.1% | +307.1% | -361.2% | -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 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