-44.5%
KHC vs VIG
+296.7%
-341.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | +8.1% | +4.9% | +3.2% | +4.1% |
| 3M | 0.0% | +2.9% | -2.9% | -2.3% |
| 6M | +7.9% | +11.2% | -3.3% | -0.8% |
| YTD | +5.3% | +16.0% | -10.7% | -6.6% |
| 1Y | +5.1% | +17.0% | -11.8% | -7.4% |
| 3Y | -12.8% | +66.9% | -79.6% | -42.8% |
| 5Y | -16.2% | +65.8% | -82.0% | -45.6% |
| 10Y | -52.3% | +263.6% | -315.9% | -86.0% |
| All | -44.5% | +296.7% | -341.2% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling