-43.1%
KHC vs URA
+263.3%
-306.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.8% | +1.1% | -2.8% | -1.9% |
| 30D | -1.9% | +7.4% | -9.3% | -2.6% |
| 3M | +14.4% | -8.4% | +22.8% | +15.0% |
| 6M | +8.7% | -12.7% | +21.4% | +9.4% |
| YTD | +7.8% | +7.8% | 0.0% | +5.4% |
| 1Y | -1.5% | +19.5% | -21.0% | -5.5% |
| 3Y | -9.9% | +116.4% | -126.3% | -22.4% |
| 5Y | -10.7% | +134.3% | -145.0% | -27.6% |
| 10Y | -55.7% | +359.3% | -415.0% | -73.4% |
| All | -43.1% | +263.3% | -306.5% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling