-42.5%
KHC vs VGT
+836.5%
-879.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.0% |
| 7D | +2.0% | +2.5% | -0.4% | +1.3% |
| 30D | +10.6% | -9.5% | +20.1% | +13.2% |
| 3M | +0.5% | -9.5% | +10.0% | +2.7% |
| 6M | +12.1% | -1.8% | +13.8% | +11.0% |
| YTD | +8.9% | +18.4% | -9.5% | +1.3% |
| 1Y | +7.5% | +18.7% | -11.3% | -0.3% |
| 3Y | -10.7% | +103.8% | -114.5% | -34.2% |
| 5Y | -13.2% | +104.4% | -117.5% | -37.5% |
| 10Y | -50.6% | +716.9% | -767.5% | -85.7% |
| All | -42.5% | +836.5% | -879.0% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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