-17.1%
KHC vs USAR
-18.7%
+1.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.8% | -13.7% | -2.6% |
| 7D | +1.1% | -14.5% | +15.6% | +0.9% |
| 30D | +12.0% | -37.8% | +49.8% | +11.3% |
| 3M | +0.2% | -52.8% | +52.9% | -0.8% |
| 6M | +10.3% | -71.2% | +81.6% | +9.0% |
| YTD | +6.7% | -30.9% | +37.6% | +6.5% |
| 1Y | +10.9% | -48.0% | +58.9% | +10.4% |
| 3Y | -12.6% | -19.7% | +7.1% | -18.9% |
| All | -17.1% | -18.7% | +1.6% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling