-44.1%
KHC vs VFC
-57.2%
+13.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.2% |
| 7D | -2.0% | +7.7% | -9.7% | -3.1% |
| 30D | +9.7% | +39.2% | -29.5% | +4.3% |
| 3M | -2.0% | +40.3% | -42.3% | -7.0% |
| 6M | +5.4% | +11.4% | -5.9% | +3.0% |
| YTD | +5.9% | +17.5% | -11.6% | +2.0% |
| 1Y | +7.5% | +45.9% | -38.4% | -0.1% |
| 3Y | -12.4% | +47.3% | -59.7% | -25.4% |
| 5Y | -15.8% | -67.2% | +51.4% | +1.1% |
| 10Y | -54.1% | -46.1% | -8.0% | -57.5% |
| All | -44.1% | -57.2% | +13.1% | -43.8% |
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