-13.7%
KHC vs URI
+158.6%
-172.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | 0.0% |
| 7D | -4.6% | +2.4% | -7.0% | -4.7% |
| 30D | +8.1% | +8.9% | -0.8% | +7.7% |
| 3M | 0.0% | +0.8% | -0.8% | 0.0% |
| 6M | +7.9% | +23.1% | -15.2% | +6.5% |
| YTD | +5.3% | +43.1% | -37.8% | +2.5% |
| 1Y | +5.1% | +35.7% | -30.6% | +2.6% |
| All | -13.7% | +158.6% | -172.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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