-42.1%
KHC vs USB
+107.0%
-149.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +5.9% | -1.5% | +7.4% | +6.4% |
| 30D | +14.9% | +4.3% | +10.6% | +13.5% |
| 3M | 0.0% | -6.1% | +6.1% | +1.8% |
| 6M | +16.2% | +9.4% | +6.8% | +12.9% |
| YTD | +9.8% | +15.2% | -5.4% | +4.6% |
| 1Y | +12.1% | +32.8% | -20.7% | +2.2% |
| 3Y | -10.1% | +91.3% | -101.4% | -28.6% |
| 5Y | -13.9% | +22.7% | -36.5% | -22.3% |
| 10Y | -51.9% | +97.0% | -148.9% | -67.9% |
| All | -42.1% | +107.0% | -149.1% | -62.3% |
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