-13.4%
KHC vs VIVK
-100.0%
+86.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.2% | -1.2% |
| 7D | -4.8% | -7.9% | +3.1% | -4.8% |
| 30D | +0.3% | -42.0% | +42.3% | +0.3% |
| 3M | +6.7% | -92.5% | +99.2% | +6.9% |
| 6M | +4.2% | -98.0% | +102.2% | +4.4% |
| YTD | +6.7% | -97.9% | +104.6% | +7.0% |
| 1Y | -1.4% | -100.0% | +98.6% | -1.3% |
| 3Y | -11.8% | -100.0% | +88.2% | -11.7% |
| 5Y | -13.4% | -100.0% | +86.6% | -14.5% |
| All | -13.4% | -100.0% | +86.6% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling