-12.6%
KHC vs URA
+36.0%
-48.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.2% | -2.5% |
| 7D | +1.1% | -4.1% | +5.2% | +0.8% |
| 30D | +12.0% | -19.0% | +31.0% | +10.5% |
| 3M | +0.2% | -25.1% | +25.3% | -1.5% |
| 6M | +10.3% | -44.5% | +54.8% | +7.3% |
| YTD | +6.7% | -24.3% | +31.1% | +5.4% |
| 1Y | +10.9% | -28.1% | +39.0% | +9.3% |
| 3Y | -12.6% | +40.7% | -53.3% | -13.1% |
| All | -12.6% | +36.0% | -48.6% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling