+301.9%
UNP vs KHC
-43.0%
+344.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.6% |
| 30D | +8.0% | +8.8% | -0.8% | +5.3% |
| 3M | +3.3% | -1.2% | +4.6% | +3.4% |
| 6M | +14.7% | +4.6% | +10.1% | +12.4% |
| YTD | +31.9% | +5.1% | +26.8% | +28.6% |
| 1Y | +37.1% | +6.2% | +30.9% | +33.1% |
| 3Y | +51.9% | -12.9% | +64.8% | +54.7% |
| 5Y | +39.3% | -16.8% | +56.1% | +42.4% |
| 10Y | +284.1% | -52.4% | +336.5% | +309.1% |
| All | +301.9% | -43.0% | +344.9% | +286.2% |
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