-55.6%
KHC vs VIVK
-100.0%
+44.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.2% | +0.9% |
| 7D | -1.0% | -4.4% | +3.4% | -1.0% |
| 30D | +1.9% | -40.8% | +42.7% | +2.1% |
| 3M | +3.2% | -94.1% | +97.3% | +4.3% |
| 6M | +10.0% | -98.2% | +108.2% | +11.4% |
| YTD | +6.7% | -98.0% | +104.7% | +7.7% |
| 1Y | -0.9% | -100.0% | +99.1% | +1.5% |
| 3Y | -13.6% | -100.0% | +86.4% | -11.8% |
| 5Y | -12.8% | -100.0% | +87.2% | -11.1% |
| All | -55.6% | -100.0% | +44.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling