-42.5%
KHC vs VIVK
-100.0%
+57.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.5% | +10.1% | +2.6% |
| 7D | +2.0% | -57.7% | +59.7% | +2.5% |
| 30D | +10.6% | -87.3% | +97.9% | +11.8% |
| 3M | +0.5% | -98.9% | +99.4% | +3.0% |
| 6M | +12.1% | -100.0% | +112.0% | +16.7% |
| YTD | +8.9% | -100.0% | +108.9% | +12.7% |
| 1Y | +7.5% | -100.0% | +107.5% | +13.0% |
| 3Y | -10.7% | -100.0% | +89.3% | -6.3% |
| 5Y | -13.2% | -100.0% | +86.8% | -8.5% |
| 10Y | -50.6% | -100.0% | +49.4% | -51.7% |
| All | -42.5% | -100.0% | +57.5% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling