-43.1%
KHC vs VCIT
+40.3%
-83.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | -0.3% | -1.4% | -1.6% |
| 30D | -1.9% | -0.8% | -1.1% | -1.4% |
| 3M | +14.4% | -1.0% | +15.4% | +15.1% |
| 6M | +8.7% | -1.8% | +10.6% | +9.9% |
| YTD | +7.8% | -0.7% | +8.5% | +8.2% |
| 1Y | -1.5% | +1.0% | -2.5% | -2.0% |
| 3Y | -9.9% | +18.8% | -28.7% | -17.2% |
| 5Y | -10.7% | +3.5% | -14.2% | -11.8% |
| 10Y | -55.7% | +29.2% | -84.9% | -58.1% |
| All | -43.1% | +40.3% | -83.5% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling