+78.2%
UPS vs KHC
-42.9%
+121.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.6% | -4.6% | +3.0% | -0.3% |
| 30D | +17.9% | +8.1% | +9.8% | +15.2% |
| 3M | +9.4% | 0.0% | +9.4% | +9.1% |
| 6M | +16.2% | +7.9% | +8.2% | +12.8% |
| YTD | +18.8% | +5.3% | +13.5% | +15.7% |
| 1Y | +26.1% | +5.1% | +21.0% | +22.9% |
| 3Y | -4.5% | -12.8% | +8.3% | -2.6% |
| 5Y | -33.2% | -16.2% | -17.0% | -32.0% |
| 10Y | +44.3% | -52.3% | +96.6% | +55.7% |
| All | +78.2% | -42.9% | +121.1% | +78.4% |
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