-33.1%
UPS vs KHC
-15.4%
-17.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.6% |
| 7D | +1.1% | -2.0% | +3.2% | +1.7% |
| 30D | +17.3% | +9.7% | +7.7% | +14.6% |
| 3M | +7.9% | -2.0% | +9.9% | +8.1% |
| 6M | +13.7% | +5.4% | +8.3% | +11.5% |
| YTD | +17.2% | +5.9% | +11.3% | +14.4% |
| 1Y | +23.2% | +7.5% | +15.8% | +19.8% |
| 3Y | -5.9% | -12.4% | +6.5% | -4.3% |
| 5Y | -33.1% | -15.8% | -17.2% | -30.5% |
| All | -33.1% | -15.4% | -17.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling