-16.2%
KHC vs VCLT
-16.2%
0.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | -0.6% | -4.0% | -4.4% |
| 30D | +8.1% | +2.8% | +5.3% | +7.3% |
| 3M | 0.0% | -0.4% | +0.4% | +0.1% |
| 6M | +7.9% | -3.1% | +11.0% | +8.9% |
| YTD | +5.3% | -2.7% | +7.9% | +6.0% |
| 1Y | +5.1% | -3.7% | +8.8% | +6.1% |
| 3Y | -12.8% | +15.6% | -28.4% | -15.5% |
| 5Y | -16.2% | -15.8% | -0.4% | -18.6% |
| All | -16.2% | -16.2% | 0.0% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling