-13.4%
KHC vs VICR
+46.6%
-60.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -1.3% |
| 7D | -4.8% | +1.3% | -6.0% | -4.7% |
| 30D | +0.3% | -11.9% | +12.2% | 0.0% |
| 3M | +6.7% | -35.1% | +41.9% | +6.0% |
| 6M | +4.2% | +8.1% | -4.0% | +4.1% |
| YTD | +6.7% | +67.8% | -61.0% | +7.0% |
| 1Y | -1.4% | +267.3% | -268.7% | -0.8% |
| 3Y | -11.8% | +191.2% | -203.0% | -11.3% |
| 5Y | -13.4% | +48.1% | -61.4% | -15.1% |
| All | -13.4% | +46.6% | -60.0% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling