-14.8%
KHC vs USB
+21.6%
-36.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +12.0% | +5.8% | +6.1% | +11.0% |
| 3M | +0.2% | -6.0% | +6.1% | +1.0% |
| 6M | +10.3% | +7.8% | +2.6% | +9.1% |
| YTD | +6.7% | +14.6% | -7.9% | +4.4% |
| 1Y | +10.9% | +31.8% | -20.9% | +6.0% |
| 3Y | -12.6% | +91.5% | -104.2% | -21.3% |
| All | -14.8% | +21.6% | -36.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling