+46.9%
UNP vs KHC
-10.5%
+57.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -5.3% | -1.8% | -3.6% | -5.0% |
| 30D | -1.5% | -1.9% | +0.3% | -1.2% |
| 3M | +10.3% | +14.4% | -4.1% | +6.2% |
| 6M | +9.7% | +8.7% | +0.9% | +6.7% |
| YTD | +27.1% | +7.8% | +19.3% | +23.8% |
| 1Y | +32.6% | -1.5% | +34.1% | +32.2% |
| All | +46.9% | -10.5% | +57.4% | +48.2% |
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 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