-33.5%
UPS vs KHC
-14.2%
-19.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -3.7% | -4.8% | +1.1% | -2.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | -6.6% | +6.7% | -13.3% | -8.4% |
| 6M | +2.6% | +4.2% | -1.6% | +1.0% |
| YTD | +4.8% | +6.7% | -2.0% | +2.3% |
| 1Y | +25.3% | -1.4% | +26.7% | +25.0% |
| 3Y | -26.9% | -11.8% | -15.1% | -25.7% |
| 5Y | -33.5% | -13.4% | -20.1% | -32.5% |
| All | -33.5% | -14.2% | -19.3% | -32.5% |
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