+50.0%
UNP vs KHC
-10.2%
+60.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | -1.1% | -0.1% | -1.1% | -1.2% |
| 3M | +7.9% | +8.3% | -0.5% | +5.1% |
| 6M | +14.6% | +5.0% | +9.7% | +12.4% |
| YTD | +26.6% | +8.0% | +18.6% | +22.9% |
| 1Y | +35.6% | -1.1% | +36.7% | +34.8% |
| 3Y | +45.5% | -10.7% | +56.2% | +46.9% |
| 5Y | +50.0% | -13.5% | +63.5% | +52.4% |
| All | +50.0% | -10.2% | +60.2% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling