-43.1%
KHC vs VCLT
+36.0%
-79.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -1.9% | -0.9% | -1.0% | -1.6% |
| 3M | +14.4% | -3.2% | +17.6% | +15.6% |
| 6M | +8.7% | -3.8% | +12.5% | +10.1% |
| YTD | +7.8% | -2.0% | +9.8% | +8.4% |
| 1Y | -1.5% | -0.8% | -0.7% | -1.3% |
| 3Y | -9.9% | +12.3% | -22.1% | -13.3% |
| 5Y | -10.7% | -15.4% | +4.7% | -6.1% |
| 10Y | -55.7% | +15.7% | -71.4% | -57.8% |
| All | -43.1% | +36.0% | -79.1% | -42.9% |
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