-55.8%
KHC vs USB
+107.5%
-163.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | -1.9% | -1.3% | -0.6% | -1.6% |
| 3M | +14.4% | +15.2% | -0.8% | +9.8% |
| 6M | +8.7% | +18.8% | -10.1% | +3.2% |
| YTD | +7.8% | +21.0% | -13.2% | +1.5% |
| 1Y | -1.5% | +34.0% | -35.5% | -10.2% |
| 3Y | -9.9% | +95.3% | -105.2% | -28.5% |
| 5Y | -10.7% | +40.4% | -51.1% | -22.9% |
| All | -55.8% | +107.5% | -163.3% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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