-20.0%
UNH vs KHC
-9.8%
-10.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.2% |
| 7D | +3.4% | +2.0% | +1.3% | +3.1% |
| 30D | +3.0% | +10.6% | -7.6% | +1.3% |
| 3M | +2.7% | +0.5% | +2.2% | +2.5% |
| 6M | +2.8% | +12.1% | -9.3% | +0.6% |
| YTD | +25.9% | +8.9% | +17.0% | +23.5% |
| 1Y | +25.8% | +7.5% | +18.3% | +23.8% |
| 3Y | -20.0% | -10.7% | -9.3% | -21.9% |
| All | -20.0% | -9.8% | -10.2% | -21.9% |
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 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