-55.6%
KHC vs VEEV
+556.2%
-611.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | -1.0% | -4.6% | +3.6% | -0.6% |
| 30D | +1.9% | +8.6% | -6.8% | +1.1% |
| 3M | +3.2% | +62.4% | -59.2% | -0.7% |
| 6M | +10.0% | +40.3% | -30.3% | +6.8% |
| YTD | +6.7% | +17.5% | -10.9% | +4.8% |
| 1Y | -0.9% | -6.1% | +5.2% | -0.9% |
| 3Y | -13.6% | +16.7% | -30.2% | -15.8% |
| 5Y | -12.8% | -13.3% | +0.5% | -13.3% |
| All | -55.6% | +556.2% | -611.8% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 10y: compounded portfolio wealth divided by compounded VEEV 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…
10y analysis · Full analysis span regression · 6 months rolling