-44.0%
KHC vs VCLT
+33.3%
-77.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -3.3% | -1.9% | -1.4% | -2.7% |
| 30D | +9.1% | +1.4% | +7.7% | +8.7% |
| 3M | +1.4% | -1.8% | +3.2% | +2.0% |
| 6M | +8.4% | -3.9% | +12.3% | +9.8% |
| YTD | +6.2% | -3.9% | +10.1% | +7.6% |
| 1Y | +5.7% | -4.7% | +10.4% | +7.4% |
| 3Y | -12.0% | +14.1% | -26.1% | -15.7% |
| 5Y | -15.3% | -16.6% | +1.3% | -10.4% |
| 10Y | -51.8% | +21.4% | -73.3% | -54.0% |
| All | -44.0% | +33.3% | -77.3% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling