+36.1%
UPS vs KHC
-55.4%
+91.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -3.7% | -4.8% | +1.1% | -2.4% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | -6.6% | +6.7% | -13.3% | -8.7% |
| 6M | +2.6% | +4.2% | -1.6% | +0.7% |
| YTD | +4.8% | +6.7% | -2.0% | +1.9% |
| 1Y | +25.3% | -1.4% | +26.7% | +24.6% |
| 3Y | -26.9% | -11.8% | -15.1% | -25.7% |
| 5Y | -33.5% | -13.4% | -20.1% | -32.9% |
| 10Y | +36.1% | -54.3% | +90.4% | +40.9% |
| All | +36.1% | -55.4% | +91.5% | +40.9% |
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 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