+287.2%
UNP vs KHC
-41.6%
+328.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | -5.3% | -1.8% | -3.6% | -4.9% |
| 30D | -1.5% | -1.9% | +0.3% | -1.2% |
| 3M | +10.3% | +14.4% | -4.1% | +5.4% |
| 6M | +9.7% | +8.7% | +0.9% | +6.2% |
| YTD | +27.1% | +7.8% | +19.3% | +23.1% |
| 1Y | +32.6% | -1.5% | +34.1% | +31.8% |
| 3Y | +40.0% | -9.9% | +49.8% | +41.2% |
| 5Y | +50.8% | -10.7% | +61.6% | +51.1% |
| 10Y | +278.6% | -55.7% | +334.3% | +315.3% |
| All | +287.2% | -41.6% | +328.8% | +269.9% |
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 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