-43.0%
KHC vs UVXY
-100.0%
+57.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.3% |
| 7D | -2.2% | -4.7% | +2.5% | -2.5% |
| 30D | -0.1% | -17.1% | +17.0% | -1.2% |
| 3M | +8.3% | -39.9% | +48.3% | +5.2% |
| 6M | +5.0% | -66.9% | +71.8% | -1.2% |
| YTD | +8.0% | -50.1% | +58.1% | +4.8% |
| 1Y | -1.1% | -68.3% | +67.2% | -6.2% |
| 3Y | -10.7% | -95.0% | +84.2% | -19.3% |
| 5Y | -13.5% | -99.7% | +86.2% | -31.8% |
| 10Y | -55.4% | -100.0% | +44.6% | -73.0% |
| All | -43.0% | -100.0% | +57.0% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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