-17.5%
KHC vs USAR
-20.3%
+2.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.2% | +0.8% |
| 7D | -3.3% | +8.8% | -12.1% | -3.1% |
| 30D | +9.1% | -28.5% | +37.6% | +8.7% |
| 3M | +1.4% | -56.2% | +57.6% | +0.3% |
| 6M | +8.4% | -68.4% | +76.8% | +7.1% |
| YTD | +6.2% | -32.2% | +38.4% | +5.9% |
| 1Y | +5.7% | -52.3% | +58.0% | +5.2% |
| 3Y | -12.0% | -21.2% | +9.2% | -18.4% |
| All | -17.5% | -20.3% | +2.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling