+45.9%
UPS vs KHC
-50.5%
+96.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.7% | +1.1% |
| 7D | +3.8% | +2.0% | +1.8% | +3.2% |
| 30D | +17.4% | +10.6% | +6.7% | +13.9% |
| 3M | +8.2% | +0.5% | +7.7% | +7.8% |
| 6M | +17.9% | +12.1% | +5.9% | +13.4% |
| YTD | +18.7% | +8.9% | +9.8% | +14.6% |
| 1Y | +24.8% | +7.5% | +17.3% | +20.9% |
| 3Y | -4.5% | -10.7% | +6.2% | -3.4% |
| 5Y | -33.2% | -13.2% | -20.0% | -32.6% |
| All | +45.9% | -50.5% | +96.4% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling