-56.0%
KHC vs VCLT
+17.0%
-73.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | +0.5% | -1.1% | +1.6% | +0.9% |
| 3M | +3.0% | -3.7% | +6.7% | +4.4% |
| 6M | +6.6% | -4.0% | +10.6% | +8.1% |
| YTD | +5.8% | -3.4% | +9.2% | +7.0% |
| 1Y | -2.2% | -4.1% | +1.9% | -0.8% |
| 3Y | -12.5% | +11.0% | -23.5% | -15.8% |
| 5Y | -13.6% | -17.0% | +3.4% | -7.9% |
| All | -56.0% | +17.0% | -73.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling