-43.1%
KHC vs URI
+1,159.2%
-1,202.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.8% | -2.0% | +0.2% | -1.5% |
| 30D | -1.9% | -12.9% | +11.1% | -0.1% |
| 3M | +14.4% | -6.7% | +21.1% | +15.0% |
| 6M | +8.7% | +19.0% | -10.3% | +5.0% |
| YTD | +7.8% | +25.5% | -17.8% | +2.9% |
| 1Y | -1.5% | +5.5% | -7.1% | -3.7% |
| 3Y | -9.9% | +111.3% | -121.2% | -22.5% |
| 5Y | -10.7% | +198.6% | -209.3% | -29.3% |
| 10Y | -55.7% | +1,179.9% | -1,235.6% | -74.0% |
| All | -43.1% | +1,159.2% | -1,202.3% | -66.8% |
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