-42.5%
KHC vs VEEV
+979.6%
-1,022.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | +2.0% | -0.7% | +2.8% | +2.1% |
| 30D | +10.6% | +1.4% | +9.2% | +10.5% |
| 3M | +0.5% | +19.4% | -18.8% | -1.2% |
| 6M | +12.1% | +93.6% | -81.6% | +5.4% |
| YTD | +8.9% | +35.1% | -26.2% | +5.4% |
| 1Y | +7.5% | +3.4% | +4.1% | +6.5% |
| 3Y | -10.7% | +81.4% | -92.1% | -17.0% |
| 5Y | -13.2% | -5.1% | -8.1% | -14.3% |
| 10Y | -50.6% | +661.2% | -711.9% | -66.1% |
| All | -42.5% | +979.6% | -1,022.1% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling