+62.1%
UPS vs KHC
-41.6%
+103.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.4% |
| 30D | -3.5% | -1.9% | -1.6% | -3.1% |
| 3M | -5.7% | +14.4% | -20.1% | -9.8% |
| 6M | -4.4% | +8.7% | -13.1% | -7.4% |
| YTD | +8.0% | +7.8% | +0.2% | +4.7% |
| 1Y | +29.0% | -1.5% | +30.6% | +28.3% |
| 3Y | -27.7% | -9.9% | -17.9% | -27.0% |
| 5Y | -34.3% | -10.7% | -23.6% | -34.3% |
| 10Y | +37.8% | -55.7% | +93.5% | +52.5% |
| All | +62.1% | -41.6% | +103.6% | +61.4% |
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