-49.9%
KHC vs VCIT
+31.0%
-80.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.7% |
| 7D | +2.0% | -1.4% | +3.5% | +2.9% |
| 30D | +10.6% | +0.6% | +10.0% | +10.3% |
| 3M | +0.5% | -2.2% | +2.7% | +1.9% |
| 6M | +12.1% | -2.3% | +14.4% | +13.7% |
| YTD | +8.9% | -2.2% | +11.1% | +10.4% |
| 1Y | +7.5% | -1.4% | +8.8% | +8.4% |
| 3Y | -10.7% | +18.7% | -29.5% | -18.2% |
| 5Y | -13.2% | +3.6% | -16.8% | -14.0% |
| All | -49.9% | +31.0% | -80.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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