+228.4%
UNH vs KHC
-54.1%
+282.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.6% |
| 7D | -4.5% | -1.0% | -3.5% | -4.3% |
| 30D | -6.5% | +1.9% | -8.4% | -7.1% |
| 3M | -6.0% | +3.2% | -9.2% | -7.2% |
| 6M | +33.7% | +10.0% | +23.7% | +29.3% |
| YTD | +16.4% | +6.7% | +9.7% | +13.1% |
| 1Y | +10.1% | -0.9% | +11.0% | +9.3% |
| 3Y | -16.3% | -13.6% | -2.8% | -14.8% |
| 5Y | +2.1% | -12.8% | +14.9% | +2.6% |
| All | +228.4% | -54.1% | +282.5% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling