-43.1%
KHC vs VFC
-72.6%
+29.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.0% |
| 7D | -1.8% | -1.6% | -0.2% | -1.5% |
| 30D | -1.9% | -11.6% | +9.8% | -0.1% |
| 3M | +14.4% | -18.1% | +32.5% | +17.3% |
| 6M | +8.7% | -27.4% | +36.1% | +13.0% |
| YTD | +7.8% | -24.8% | +32.6% | +11.2% |
| 1Y | -1.5% | -8.2% | +6.7% | -2.2% |
| 3Y | -9.9% | -29.1% | +19.3% | -13.4% |
| 5Y | -10.7% | -79.2% | +68.4% | +14.8% |
| 10Y | -55.7% | -68.1% | +12.4% | -54.8% |
| All | -43.1% | -72.6% | +29.5% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling