-55.4%
KHC vs VFC
-69.1%
+13.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | -2.2% | +0.8% | -3.1% | -2.3% |
| 30D | -0.1% | -11.9% | +11.9% | +1.7% |
| 3M | +8.3% | -20.2% | +28.5% | +11.2% |
| 6M | +5.0% | -23.0% | +27.9% | +8.0% |
| YTD | +8.0% | -26.2% | +34.2% | +11.4% |
| 1Y | -1.1% | -13.3% | +12.2% | -0.9% |
| 3Y | -10.7% | -25.5% | +14.8% | -15.0% |
| 5Y | -13.5% | -78.1% | +64.6% | +8.3% |
| 10Y | -55.4% | -68.8% | +13.4% | -52.6% |
| All | -55.4% | -69.1% | +13.7% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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