-43.7%
KHC vs URI
+1,216.2%
-1,259.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | +1.1% | -9.8% | +10.9% | +2.4% |
| 30D | +12.0% | +1.7% | +10.2% | +11.6% |
| 3M | +0.2% | -9.1% | +9.2% | +1.2% |
| 6M | +10.3% | +9.9% | +0.5% | +8.1% |
| YTD | +6.7% | +31.2% | -24.5% | +1.1% |
| 1Y | +10.9% | +25.9% | -15.1% | +5.6% |
| 3Y | -12.6% | +147.4% | -160.0% | -26.7% |
| 5Y | -16.3% | +179.7% | -196.0% | -32.8% |
| 10Y | -53.2% | +1,419.5% | -1,472.8% | -73.3% |
| All | -43.7% | +1,216.2% | -1,259.8% | -67.4% |
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