-13.5%
KHC vs VIG
+63.6%
-77.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | -0.1% | -2.1% | +2.0% | +0.9% |
| 3M | +8.3% | +3.3% | +5.0% | +6.6% |
| 6M | +5.0% | +9.3% | -4.3% | +0.4% |
| YTD | +8.0% | +10.1% | -2.1% | +2.8% |
| 1Y | -1.1% | +14.7% | -15.8% | -7.8% |
| 3Y | -10.7% | +56.9% | -67.7% | -28.7% |
| 5Y | -13.5% | +62.9% | -76.4% | -32.2% |
| All | -13.5% | +63.6% | -77.1% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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