-55.6%
KHC vs VICR
+1,679.8%
-1,735.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.2% | -10.3% | +0.5% |
| 7D | -1.0% | +5.0% | -6.0% | -1.2% |
| 30D | +1.9% | -12.5% | +14.4% | +2.2% |
| 3M | +3.2% | -33.6% | +36.8% | +4.0% |
| 6M | +10.0% | +10.7% | -0.7% | +7.6% |
| YTD | +6.7% | +80.6% | -73.9% | +1.6% |
| 1Y | -0.9% | +288.4% | -289.3% | -9.8% |
| 3Y | -13.6% | +213.8% | -227.3% | -22.2% |
| 5Y | -12.8% | +58.8% | -71.7% | -19.7% |
| All | -55.6% | +1,679.8% | -1,735.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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