-44.0%
KHC vs USB
+117.5%
-161.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -3.3% | +1.4% | -4.7% | -3.7% |
| 30D | -3.4% | -1.3% | -2.1% | -3.1% |
| 3M | +12.6% | +15.2% | -2.6% | +7.9% |
| 6M | +7.0% | +18.8% | -11.8% | +1.4% |
| YTD | +6.1% | +21.0% | -14.9% | -0.4% |
| 1Y | -3.1% | +34.0% | -37.1% | -11.9% |
| 3Y | -11.3% | +95.3% | -106.6% | -30.2% |
| 5Y | -12.1% | +40.4% | -52.5% | -24.7% |
| 10Y | -56.4% | +107.3% | -163.7% | -71.3% |
| All | -44.0% | +117.5% | -161.6% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling