-44.0%
KHC vs URA
+155.3%
-199.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.2% |
| 7D | -3.3% | +4.5% | -7.8% | -3.7% |
| 30D | +9.1% | -13.4% | +22.6% | +10.2% |
| 3M | +1.4% | -28.4% | +29.8% | +3.9% |
| 6M | +8.4% | -40.5% | +48.8% | +12.6% |
| YTD | +6.2% | -24.3% | +30.4% | +6.7% |
| 1Y | +5.7% | -28.8% | +34.5% | +6.7% |
| 3Y | -12.0% | +37.6% | -49.7% | -20.8% |
| 5Y | -15.3% | +30.7% | -46.0% | -24.7% |
| 10Y | -51.8% | +266.8% | -318.6% | -71.3% |
| All | -44.0% | +155.3% | -199.3% | -65.0% |
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