-14.1%
KHC vs USHY
+19.5%
-33.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.0% | -0.4% | +2.5% | +2.3% |
| 30D | +10.6% | +0.6% | +10.0% | +10.3% |
| 3M | +0.5% | -2.0% | +2.5% | +1.6% |
| 6M | +12.1% | -0.5% | +12.6% | +12.4% |
| YTD | +8.9% | +0.6% | +8.3% | +8.5% |
| 1Y | +7.5% | +2.1% | +5.4% | +6.3% |
| 3Y | -10.7% | +25.3% | -36.0% | -19.6% |
| All | -14.1% | +19.5% | -33.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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