-43.1%
KHC vs VEA
+160.5%
-203.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.8% | +1.0% | -2.7% | -2.3% |
| 30D | -1.9% | +1.9% | -3.8% | -3.0% |
| 3M | +14.4% | +3.2% | +11.2% | +11.8% |
| 6M | +8.7% | +10.2% | -1.5% | +1.8% |
| YTD | +7.8% | +18.9% | -11.1% | -3.7% |
| 1Y | -1.5% | +29.3% | -30.8% | -16.5% |
| 3Y | -9.9% | +76.8% | -86.6% | -37.6% |
| 5Y | -10.7% | +61.2% | -72.0% | -34.9% |
| 10Y | -55.7% | +163.3% | -219.0% | -78.4% |
| All | -43.1% | +160.5% | -203.6% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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