-10.3%
KHC vs USB
+40.0%
-50.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | -1.9% | -1.3% | -0.6% | -1.7% |
| 3M | +14.4% | +15.2% | -0.8% | +12.0% |
| 6M | +8.7% | +18.8% | -10.1% | +5.9% |
| YTD | +7.8% | +21.0% | -13.2% | +4.6% |
| 1Y | -1.5% | +34.0% | -35.5% | -6.0% |
| 3Y | -9.9% | +95.3% | -105.2% | -19.2% |
| All | -10.3% | +40.0% | -50.4% | -14.5% |
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