-43.1%
KHC vs VICR
+1,556.9%
-1,600.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.9% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | -1.9% | -13.9% | +12.1% | -1.5% |
| 3M | +14.4% | -38.4% | +52.8% | +15.7% |
| 6M | +8.7% | -7.2% | +15.9% | +7.0% |
| YTD | +7.8% | +72.0% | -64.3% | +2.3% |
| 1Y | -1.5% | +263.3% | -264.8% | -10.9% |
| 3Y | -9.9% | +173.3% | -183.1% | -19.0% |
| 5Y | -10.7% | +47.3% | -58.0% | -18.2% |
| 10Y | -55.7% | +1,495.2% | -1,550.9% | -71.3% |
| All | -43.1% | +1,556.9% | -1,600.0% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling