+290.1%
UNH vs KHC
-41.6%
+331.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | +1.1% | -1.8% | +2.8% | +1.6% |
| 30D | -3.8% | -1.9% | -1.9% | -3.4% |
| 3M | +0.7% | +14.4% | -13.7% | -3.5% |
| 6M | +37.9% | +8.7% | +29.1% | +33.6% |
| YTD | +21.9% | +7.8% | +14.2% | +18.1% |
| 1Y | +31.4% | -1.5% | +32.9% | +30.6% |
| 3Y | -11.4% | -9.9% | -1.5% | -11.0% |
| 5Y | +2.5% | -10.7% | +13.3% | +2.2% |
| 10Y | +242.9% | -55.7% | +298.6% | +257.3% |
| All | +290.1% | -41.6% | +331.7% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling