-43.1%
KHC vs VEEV
+884.9%
-928.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -1.9% | +28.8% | -30.7% | -4.2% |
| 3M | +14.4% | +54.0% | -39.6% | +9.9% |
| 6M | +8.7% | +46.0% | -37.2% | +4.8% |
| YTD | +7.8% | +23.2% | -15.5% | +5.2% |
| 1Y | -1.5% | +1.9% | -3.4% | -2.3% |
| 3Y | -9.9% | +27.0% | -36.9% | -13.3% |
| 5Y | -10.7% | -13.4% | +2.7% | -11.2% |
| 10Y | -55.7% | +575.2% | -630.9% | -69.2% |
| All | -43.1% | +884.9% | -928.1% | -65.0% |
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