-44.0%
KHC vs VIG
+296.7%
-340.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.3% | +3.1% | -6.4% | -5.6% |
| 30D | +9.1% | +5.0% | +4.1% | +5.0% |
| 3M | +1.4% | +2.7% | -1.3% | -0.8% |
| 6M | +8.4% | +11.0% | -2.6% | -0.2% |
| YTD | +6.2% | +16.0% | -9.8% | -5.8% |
| 1Y | +5.7% | +16.3% | -10.6% | -6.5% |
| 3Y | -12.0% | +66.8% | -78.9% | -42.3% |
| 5Y | -15.3% | +64.8% | -80.1% | -44.7% |
| 10Y | -51.8% | +263.6% | -315.4% | -85.9% |
| All | -44.0% | +296.7% | -340.6% | -85.3% |
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