-56.0%
KHC vs VIAV
+401.3%
-457.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.5% |
| 7D | -2.5% | +11.2% | -13.7% | -3.4% |
| 30D | +0.5% | -2.6% | +3.1% | +0.4% |
| 3M | +3.0% | -20.1% | +23.2% | +4.1% |
| 6M | +6.6% | +25.8% | -19.2% | +0.4% |
| YTD | +5.8% | +109.9% | -104.1% | -8.7% |
| 1Y | -2.2% | +214.3% | -216.5% | -21.5% |
| 3Y | -12.5% | +281.6% | -294.2% | -34.1% |
| 5Y | -13.6% | +132.6% | -146.2% | -29.0% |
| All | -56.0% | +401.3% | -457.3% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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