+99.5%
U vs KHC
-12.7%
+112.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.8% | +8.3% | +5.7% |
| 7D | +36.6% | +1.1% | +35.5% | +36.4% |
| 30D | +13.3% | +12.0% | +1.3% | +12.0% |
| 3M | +26.2% | +0.2% | +26.0% | +26.2% |
| 6M | +88.7% | +10.3% | +78.4% | +86.0% |
| YTD | +16.6% | +6.7% | +9.8% | +15.3% |
| 1Y | +29.0% | +10.9% | +18.1% | +26.3% |
| 3Y | +99.5% | -12.6% | +112.1% | +96.4% |
| All | +99.5% | -12.7% | +112.2% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 3y: compounded portfolio wealth divided by compounded KHC 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…
3y analysis · Full analysis span regression · 6 months rolling