-44.5%
KHC vs URI
+1,337.4%
-1,381.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -0.4% |
| 7D | -4.6% | +2.6% | -7.2% | -5.0% |
| 30D | +8.1% | +9.1% | -1.0% | +6.7% |
| 3M | 0.0% | +1.0% | -0.9% | -0.4% |
| 6M | +7.9% | +23.3% | -15.4% | +4.1% |
| YTD | +5.3% | +43.3% | -38.0% | -1.5% |
| 1Y | +5.1% | +35.9% | -30.8% | -0.9% |
| 3Y | -12.8% | +158.6% | -171.4% | -27.2% |
| 5Y | -16.2% | +213.1% | -229.3% | -33.9% |
| 10Y | -52.3% | +1,213.1% | -1,265.3% | -72.2% |
| All | -44.5% | +1,337.4% | -1,381.9% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling