+287.9%
UNP vs KHC
-42.1%
+330.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.8% |
| 7D | -4.6% | +1.1% | -5.7% | -4.9% |
| 30D | +5.6% | +12.0% | -6.3% | +2.2% |
| 3M | -1.3% | +0.2% | -1.5% | -1.6% |
| 6M | +9.2% | +10.3% | -1.1% | +5.4% |
| YTD | +27.3% | +6.7% | +20.6% | +23.5% |
| 1Y | +35.9% | +10.9% | +25.1% | +30.3% |
| 3Y | +45.5% | -12.6% | +58.1% | +48.1% |
| 5Y | +36.0% | -16.3% | +52.3% | +38.8% |
| 10Y | +307.2% | -53.2% | +360.4% | +335.2% |
| All | +287.9% | -42.1% | +330.1% | +271.2% |
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