-12.6%
KHC vs VFC
+39.5%
-52.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.8% |
| 7D | +1.1% | +11.2% | -10.1% | +0.3% |
| 30D | +12.0% | +41.5% | -29.6% | +9.0% |
| 3M | +0.2% | +38.9% | -38.8% | -2.3% |
| 6M | +10.3% | +6.1% | +4.2% | +9.3% |
| YTD | +6.7% | +14.5% | -7.8% | +4.9% |
| 1Y | +10.9% | +46.0% | -35.1% | +7.0% |
| 3Y | -12.6% | +36.4% | -49.0% | -18.9% |
| All | -12.6% | +39.5% | -52.2% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling